-23.6%
FPS vs ROP
+34.2%
-57.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | 0.0% | -9.9% | -9.8% |
| 7D | +21.6% | -2.7% | +24.3% | +18.5% |
| 30D | -38.8% | +29.7% | -68.5% | -19.0% |
| 3M | -42.1% | +21.2% | -63.3% | -26.3% |
| 6M | -48.5% | +48.3% | -96.8% | -28.5% |
| All | -23.6% | +34.2% | -57.8% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling