+8.2%
ROP vs FIVE
+62.4%
-54.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +0.7% | +2.7% | -1.9% | +0.4% |
| 30D | +28.8% | +12.7% | +16.1% | +27.4% |
| 3M | +21.1% | +2.1% | +19.0% | +20.5% |
| 6M | +52.5% | +17.5% | +35.1% | +49.5% |
| YTD | +8.9% | +31.0% | -22.1% | +2.2% |
| 1Y | +8.2% | +67.7% | -59.5% | -3.2% |
| All | +8.2% | +62.4% | -54.2% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling