+133.4%
ROP vs FDS
+77.6%
+55.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.4% | -0.9% |
| 7D | -5.4% | -5.4% | 0.0% | -3.0% |
| 30D | -1.6% | +1.6% | -3.2% | -2.4% |
| 3M | +18.8% | +17.7% | +1.1% | +9.5% |
| 6M | +8.2% | +29.1% | -20.9% | -5.4% |
| YTD | -10.5% | +1.0% | -11.5% | -12.6% |
| 1Y | -23.7% | -21.6% | -2.1% | -16.8% |
| 3Y | -17.9% | -30.1% | +12.2% | -6.4% |
| 5Y | -15.3% | -20.7% | +5.4% | -11.5% |
| 10Y | +133.4% | +78.3% | +55.1% | +62.0% |
| All | +133.4% | +77.6% | +55.8% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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