+183.6%
ROP vs FFIV
+132.4%
+51.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.3% | -1.7% |
| 7D | -1.6% | -2.1% | +0.4% | -1.2% |
| 30D | +29.5% | -33.8% | +63.3% | +43.6% |
| 3M | +17.5% | -20.6% | +38.2% | +22.7% |
| 6M | +38.1% | -10.2% | +48.3% | +37.4% |
| YTD | +7.0% | +24.5% | -17.5% | -5.3% |
| 1Y | +6.5% | +29.3% | -22.8% | -7.1% |
| 3Y | -5.5% | +103.8% | -109.3% | -31.9% |
| 5Y | -0.4% | +40.9% | -41.3% | -19.9% |
| 10Y | +183.6% | +126.6% | +57.0% | +74.0% |
| All | +183.6% | +132.4% | +51.2% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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