+179.9%
ROP vs FCUV
-87.2%
+267.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -13.7% | +10.1% | -3.5% |
| 7D | -4.4% | +62.8% | -67.3% | -4.5% |
| 30D | +3.2% | +66.5% | -63.3% | +3.1% |
| 3M | +23.1% | +459.9% | -436.9% | +22.0% |
| 6M | +13.3% | -12.4% | +25.7% | +12.6% |
| YTD | -7.9% | -47.5% | +39.7% | -8.4% |
| 1Y | -22.1% | -80.5% | +58.4% | -22.5% |
| 3Y | -16.8% | -97.6% | +80.8% | -17.3% |
| 5Y | -13.5% | -99.5% | +86.0% | -14.0% |
| 10Y | +137.7% | -95.8% | +233.4% | +137.7% |
| All | +179.9% | -87.2% | +267.2% | +180.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling