+183.6%
ROP vs FIVE
+596.6%
-413.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.6% | -6.6% | -2.0% |
| 7D | -1.6% | +6.2% | -7.8% | -2.7% |
| 30D | +29.5% | +18.2% | +11.4% | +25.9% |
| 3M | +17.5% | +3.8% | +13.7% | +16.4% |
| 6M | +38.1% | +13.7% | +24.3% | +34.1% |
| YTD | +7.0% | +34.7% | -27.7% | +0.5% |
| 1Y | +6.5% | +66.6% | -60.1% | -3.6% |
| 3Y | -5.5% | +44.3% | -49.8% | -16.2% |
| 5Y | -0.4% | +18.8% | -19.1% | -10.9% |
| 10Y | +183.6% | +569.2% | -385.6% | +80.7% |
| All | +183.6% | +596.6% | -413.0% | +80.7% |
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