+3,482.2%
ROP vs FFIV
+5,965.2%
-2,483.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.9% |
| 7D | +2.1% | -8.1% | +10.3% | +3.4% |
| 30D | +32.9% | -33.4% | +66.3% | +40.2% |
| 3M | +20.0% | -24.7% | +44.8% | +24.0% |
| 6M | +36.4% | -8.8% | +45.3% | +36.6% |
| YTD | +7.8% | +21.8% | -13.9% | +3.0% |
| 1Y | +8.0% | +25.3% | -17.3% | +2.7% |
| 3Y | -3.5% | +101.2% | -104.6% | -15.1% |
| 5Y | +1.5% | +40.2% | -38.8% | -6.6% |
| 10Y | +198.5% | +129.0% | +69.4% | +152.9% |
| All | +3,482.2% | +5,965.2% | -2,483.0% | +2,086.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling