+14.7%
ROP vs FGI
-70.6%
+85.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.9% |
| 7D | +2.1% | -7.0% | +9.1% | +2.2% |
| 30D | +32.9% | -4.2% | +37.1% | +32.9% |
| 3M | +20.0% | +55.6% | -35.6% | +19.6% |
| 6M | +36.4% | -3.2% | +39.6% | +36.1% |
| YTD | +7.8% | +29.1% | -21.3% | +7.3% |
| 1Y | +8.0% | +51.0% | -43.0% | +7.3% |
| 3Y | -3.5% | +1.5% | -5.0% | -3.6% |
| All | +14.7% | -70.6% | +85.3% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling