+0.6%
ROP vs FIVE
+14.2%
-13.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.9% |
| 7D | +2.1% | -0.3% | +2.4% | +2.2% |
| 30D | +32.9% | +17.7% | +15.3% | +30.4% |
| 3M | +20.0% | +4.0% | +16.1% | +19.2% |
| 6M | +36.4% | +2.6% | +33.8% | +35.3% |
| YTD | +7.8% | +27.6% | -19.7% | +3.9% |
| 1Y | +8.0% | +59.9% | -52.0% | +1.1% |
| 3Y | -3.5% | +35.8% | -39.3% | -9.7% |
| All | +0.6% | +14.2% | -13.6% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling