+10.6%
ROP vs FLNC
-69.0%
+79.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +10.2% | -6.2% | +4.2% |
| 7D | +11.7% | -2.1% | +13.8% | +11.7% |
| 30D | +35.5% | -20.8% | +56.2% | +35.0% |
| 3M | +25.6% | -61.3% | +87.0% | +23.7% |
| 6M | +39.3% | -50.9% | +90.1% | +38.5% |
| YTD | +11.6% | -69.4% | +81.0% | +10.5% |
| 1Y | +10.6% | -68.4% | +79.0% | +8.8% |
| All | +10.6% | -69.0% | +79.6% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 1y: compounded portfolio wealth divided by compounded FLNC 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…
1y analysis · Full analysis span regression · 6 months rolling