+284.8%
ROP vs FIVN
+243.6%
+41.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.9% |
| 7D | +0.7% | -2.8% | +3.6% | +1.1% |
| 30D | +28.8% | -17.4% | +46.2% | +31.6% |
| 3M | +21.1% | -19.2% | +40.2% | +23.6% |
| 6M | +52.5% | +29.4% | +23.2% | +45.2% |
| YTD | +8.9% | +36.3% | -27.4% | +1.8% |
| 1Y | +8.2% | +33.5% | -25.2% | +1.4% |
| 3Y | -5.2% | -56.8% | +51.7% | -0.5% |
| 5Y | +1.7% | -83.0% | +84.7% | +15.5% |
| 10Y | +185.4% | +87.3% | +98.1% | +140.5% |
| All | +284.8% | +243.6% | +41.2% | +199.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling