+6.0%
ROP vs FLR
+8.5%
-2.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | -0.2% |
| 7D | -2.7% | +10.1% | -12.8% | -1.8% |
| 30D | +29.7% | -0.5% | +30.2% | +30.2% |
| 3M | +21.2% | -4.8% | +26.0% | +21.5% |
| 6M | +48.3% | +10.7% | +37.6% | +48.7% |
| YTD | +8.4% | +25.0% | -16.6% | +8.6% |
| 1Y | +6.0% | +8.3% | -2.3% | +7.4% |
| All | +6.0% | +8.5% | -2.5% | +7.4% |
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