-22.1%
ROP vs FLR
+31.2%
-53.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.2% | -3.7% |
| 7D | -4.4% | +5.4% | -9.9% | -4.1% |
| 30D | +3.2% | +11.4% | -8.2% | +3.9% |
| 3M | +23.1% | +11.4% | +11.7% | +24.0% |
| 6M | +13.3% | +16.6% | -3.3% | +14.2% |
| YTD | -7.9% | +41.7% | -49.6% | -7.0% |
| 1Y | -22.1% | +35.4% | -57.5% | -21.9% |
| All | -22.1% | +31.2% | -53.3% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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