-22.1%
FPS vs ROP
+32.4%
-54.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | -1.0% | +17.1% | +14.9% |
| 7D | -8.0% | -1.6% | -6.3% | -8.4% |
| 30D | -43.5% | +29.5% | -73.1% | -25.6% |
| 3M | -41.6% | +17.5% | -59.2% | -27.6% |
| 6M | -44.0% | +38.1% | -82.1% | -23.8% |
| All | -22.1% | +32.4% | -54.5% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling