-12.9%
ROP vs FFIV
+92.6%
-105.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.1% | -3.5% |
| 7D | -4.4% | -1.0% | -3.5% | -4.2% |
| 30D | +3.2% | -5.1% | +8.3% | +4.4% |
| 3M | +23.1% | -4.5% | +27.5% | +23.6% |
| 6M | +13.3% | +36.5% | -23.2% | +2.9% |
| YTD | -7.9% | +53.0% | -60.8% | -19.2% |
| 1Y | -22.1% | +24.2% | -46.3% | -27.8% |
| 3Y | -16.8% | +137.2% | -154.0% | -37.9% |
| All | -12.9% | +92.6% | -105.5% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling