+3,987.5%
ROP vs FDS
+9,502.8%
-5,515.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.5% | -0.1% | -2.4% |
| 7D | -4.4% | -1.9% | -2.5% | -3.8% |
| 30D | +3.2% | +9.0% | -5.8% | +0.2% |
| 3M | +23.1% | +18.9% | +4.2% | +15.6% |
| 6M | +13.3% | +35.1% | -21.8% | +1.4% |
| YTD | -7.9% | +5.5% | -13.4% | -10.8% |
| 1Y | -22.1% | -16.8% | -5.2% | -19.0% |
| 3Y | -16.8% | -28.1% | +11.3% | -9.8% |
| 5Y | -13.5% | -17.4% | +3.9% | -11.2% |
| 10Y | +137.7% | +85.4% | +52.2% | +86.6% |
| All | +3,987.5% | +9,502.8% | -5,515.3% | +1,441.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling