-15.8%
ROP vs FIVE
+50.0%
-65.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.1% | -8.7% | -3.9% |
| 7D | -4.4% | +4.3% | -8.7% | -4.7% |
| 30D | +3.2% | +12.5% | -9.3% | +2.4% |
| 3M | +23.1% | +31.2% | -8.2% | +20.6% |
| 6M | +13.3% | +14.4% | -1.1% | +11.9% |
| YTD | -7.9% | +33.9% | -41.7% | -10.0% |
| 1Y | -22.1% | +65.1% | -87.1% | -25.0% |
| All | -15.8% | +50.0% | -65.8% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling