+8.3%
ROP vs FGI
+46.9%
-38.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.9% |
| 7D | +2.1% | -7.0% | +9.1% | +2.1% |
| 30D | +32.9% | -4.2% | +37.1% | +32.9% |
| 3M | +20.3% | +55.6% | -35.3% | +20.1% |
| 6M | +36.8% | -3.2% | +39.9% | +36.7% |
| YTD | +8.1% | +29.1% | -21.0% | +8.7% |
| 1Y | +8.3% | +51.0% | -42.7% | +7.4% |
| All | +8.3% | +46.9% | -38.6% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling