-22.1%
ROP vs FCUV
-81.1%
+59.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -13.7% | +10.1% | -3.5% |
| 7D | -4.4% | +62.8% | -67.3% | -4.6% |
| 30D | +3.2% | +66.5% | -63.3% | +3.0% |
| 3M | +23.1% | +459.9% | -436.9% | +21.1% |
| 6M | +13.3% | -12.4% | +25.7% | +14.0% |
| YTD | -7.9% | -47.5% | +39.7% | -6.9% |
| 1Y | -22.1% | -80.5% | +58.4% | -22.2% |
| All | -22.1% | -81.1% | +59.1% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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