+184.0%
ROP vs FIVE
+535.9%
-351.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | -2.9% | -0.5% | -2.4% | -2.9% |
| 30D | +30.1% | +17.4% | +12.7% | +26.5% |
| 3M | +19.9% | +7.0% | +12.8% | +18.2% |
| 6M | +46.0% | +20.5% | +25.6% | +40.4% |
| YTD | +8.4% | +33.1% | -24.8% | +2.0% |
| 1Y | +8.8% | +67.1% | -58.3% | -1.6% |
| 3Y | -5.6% | +41.9% | -47.5% | -16.1% |
| 5Y | +3.0% | +21.1% | -18.1% | -8.3% |
| 10Y | +184.0% | +518.8% | -334.8% | +83.1% |
| All | +184.0% | +535.9% | -351.9% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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