-17.3%
ROP vs FLNC
-69.8%
+52.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.3% | +7.0% | -1.1% |
| 7D | -6.1% | -4.2% | -2.0% | -6.0% |
| 30D | -3.4% | -20.0% | +16.6% | -2.8% |
| 3M | +16.7% | -56.9% | +73.5% | +19.5% |
| 6M | +8.1% | -35.5% | +43.6% | +7.9% |
| YTD | -11.7% | -48.8% | +37.2% | -11.6% |
| 1Y | -24.2% | +49.3% | -73.5% | -29.3% |
| 3Y | -19.0% | -61.8% | +42.8% | -22.2% |
| All | -17.3% | -69.8% | +52.5% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling