-15.8%
ROP vs FFIV
+136.9%
-152.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.1% | -3.5% |
| 7D | -4.4% | -1.0% | -3.5% | -4.3% |
| 30D | +3.2% | -5.1% | +8.3% | +4.1% |
| 3M | +23.1% | -4.5% | +27.5% | +23.5% |
| 6M | +13.3% | +36.5% | -23.2% | +4.3% |
| YTD | -7.9% | +53.0% | -60.8% | -17.7% |
| 1Y | -22.1% | +24.2% | -46.3% | -26.9% |
| All | -15.8% | +136.9% | -152.6% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling