-15.9%
ROP vs FIVN
-82.0%
+66.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.4% | -1.0% |
| 7D | -6.1% | -9.6% | +3.5% | -4.8% |
| 30D | -3.4% | -11.9% | +8.6% | -1.7% |
| 3M | +16.7% | +40.1% | -23.4% | +10.7% |
| 6M | +8.1% | +68.3% | -60.3% | -0.8% |
| YTD | -11.7% | +51.5% | -63.2% | -18.1% |
| 1Y | -24.2% | +15.1% | -39.3% | -27.5% |
| 3Y | -19.0% | -55.6% | +36.6% | -16.0% |
| 5Y | -15.9% | -82.4% | +66.6% | -10.5% |
| All | -15.9% | -82.0% | +66.2% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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