-24.4%
ROP vs FBTC
+62.5%
-86.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.1% | -2.7% |
| 7D | -5.4% | +1.5% | -7.0% | -5.5% |
| 30D | -1.6% | +20.7% | -22.3% | -2.8% |
| 3M | +18.8% | +23.7% | -4.8% | +17.1% |
| 6M | +8.2% | +15.0% | -6.8% | +6.9% |
| YTD | -10.5% | -10.5% | 0.0% | -10.3% |
| 1Y | -23.7% | -30.3% | +6.5% | -22.2% |
| All | -24.4% | +62.5% | -86.9% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 3y: compounded portfolio wealth divided by compounded FBTC 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…
3y analysis · Full analysis span regression · 6 months rolling