+133.4%
ROP vs FFIV
+224.0%
-90.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.8% |
| 7D | -5.4% | -1.5% | -3.9% | -5.0% |
| 30D | -1.6% | -2.7% | +1.0% | -1.0% |
| 3M | +18.8% | -1.7% | +20.5% | +18.5% |
| 6M | +8.2% | +36.1% | -27.9% | -3.5% |
| YTD | -10.5% | +52.6% | -63.1% | -23.5% |
| 1Y | -23.7% | +21.5% | -45.3% | -30.1% |
| 3Y | -17.9% | +142.7% | -160.5% | -42.2% |
| 5Y | -15.3% | +92.6% | -107.9% | -37.0% |
| 10Y | +133.4% | +225.5% | -92.1% | +36.1% |
| All | +133.4% | +224.0% | -90.6% | +36.1% |
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