+180.7%
ROP vs FHN
+94.7%
+86.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +0.2% | +0.9% | -0.7% | 0.0% |
| 30D | +30.3% | +2.1% | +28.2% | +29.8% |
| 3M | +17.8% | -6.0% | +23.7% | +19.3% |
| 6M | +38.9% | -2.9% | +41.8% | +39.6% |
| YTD | +7.6% | +0.7% | +6.9% | +7.0% |
| 1Y | +6.5% | +11.0% | -4.5% | +3.5% |
| 3Y | -6.3% | +130.3% | -136.6% | -23.9% |
| 5Y | +0.9% | +61.3% | -60.4% | -15.8% |
| 10Y | +180.7% | +89.6% | +91.2% | +106.9% |
| All | +180.7% | +94.7% | +86.0% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling