-24.2%
ROP vs FLNC
+46.9%
-71.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | 0.0% |
| 7D | -4.6% | -4.1% | -0.5% | -4.7% |
| 30D | -1.7% | -24.8% | +23.1% | -2.1% |
| 3M | +17.1% | -59.1% | +76.2% | +16.5% |
| 6M | +10.9% | -42.0% | +52.8% | +10.6% |
| YTD | -12.1% | -49.8% | +37.7% | -12.3% |
| 1Y | -24.2% | +43.1% | -67.3% | -25.4% |
| All | -24.2% | +46.9% | -71.1% | -25.4% |
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