-6.3%
ROP vs FIVE
+43.9%
-50.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +0.2% | +7.3% | -7.1% | -0.3% |
| 30D | +30.3% | +18.1% | +12.3% | +28.9% |
| 3M | +17.8% | +7.7% | +10.1% | +17.0% |
| 6M | +38.9% | +13.6% | +25.3% | +37.3% |
| YTD | +7.6% | +34.6% | -27.0% | +5.1% |
| 1Y | +6.5% | +66.2% | -59.7% | +2.6% |
| 3Y | -6.3% | +43.5% | -49.7% | -14.5% |
| All | -6.3% | +43.9% | -50.2% | -14.5% |
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