-6.2%
ROP vs FIGR
-29.9%
+23.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.4% |
| 7D | +0.7% | +11.0% | -10.3% | +0.8% |
| 30D | +28.8% | +0.7% | +28.1% | +28.9% |
| 3M | +21.1% | -20.9% | +41.9% | +21.2% |
| 6M | +52.5% | -37.7% | +90.3% | +52.8% |
| YTD | +8.9% | -38.2% | +47.1% | +9.1% |
| 1Y | +8.2% | -27.1% | +35.3% | +8.4% |
| All | -6.2% | -29.9% | +23.8% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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