-17.7%
ROP vs FLNC
-70.4%
+52.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.1% |
| 7D | -4.6% | -4.1% | -0.5% | -4.5% |
| 30D | -1.7% | -24.8% | +23.1% | -0.9% |
| 3M | +17.1% | -59.1% | +76.2% | +20.2% |
| 6M | +10.9% | -42.0% | +52.8% | +11.2% |
| YTD | -12.1% | -49.8% | +37.7% | -12.0% |
| 1Y | -24.2% | +43.1% | -67.3% | -29.2% |
| 3Y | -20.4% | -61.0% | +40.6% | -23.7% |
| All | -17.7% | -70.4% | +52.7% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling