+225.7%
ROP vs FIVN
+318.5%
-92.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.1% | -3.2% |
| 7D | -4.4% | -2.3% | -2.1% | -4.1% |
| 30D | +3.2% | +12.4% | -9.2% | +1.3% |
| 3M | +23.1% | +36.0% | -13.0% | +17.3% |
| 6M | +13.3% | +86.0% | -72.7% | +2.7% |
| YTD | -7.9% | +65.9% | -73.8% | -15.4% |
| 1Y | -22.1% | +26.5% | -48.6% | -26.2% |
| 3Y | -16.8% | -54.2% | +37.4% | -13.0% |
| 5Y | -13.5% | -80.5% | +66.9% | -3.2% |
| 10Y | +137.7% | +109.6% | +28.0% | +97.5% |
| All | +225.7% | +318.5% | -92.8% | +148.9% |
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