-15.9%
ROP vs FDS
-27.1%
+11.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.5% | -0.1% | -2.2% |
| 7D | -4.4% | -1.9% | -2.5% | -3.7% |
| 30D | +3.2% | +9.0% | -5.8% | -0.2% |
| 3M | +23.1% | +18.9% | +4.2% | +14.8% |
| 6M | +13.3% | +35.1% | -21.8% | +0.2% |
| YTD | -7.9% | +5.5% | -13.4% | -10.8% |
| 1Y | -22.1% | -16.8% | -5.2% | -17.1% |
| All | -15.9% | -27.1% | +11.1% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling