-3.5%
ROP vs FDS
-23.2%
+19.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | -1.4% |
| 7D | +2.1% | -0.5% | +2.7% | +2.4% |
| 30D | +32.9% | +20.2% | +12.7% | +23.9% |
| 3M | +20.0% | +19.9% | +0.2% | +11.7% |
| 6M | +36.4% | +56.2% | -19.7% | +14.5% |
| YTD | +7.8% | +14.6% | -6.7% | +1.0% |
| 1Y | +8.0% | +31.6% | -23.6% | -4.4% |
| 3Y | -3.5% | -23.8% | +20.3% | +5.2% |
| All | -3.5% | -23.2% | +19.7% | +5.2% |
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