+3,456.3%
ROP vs FLR
+513.8%
+2,942.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | +0.7% | +5.4% | -4.7% | -0.6% |
| 30D | +28.8% | +2.8% | +26.0% | +27.4% |
| 3M | +21.1% | -6.4% | +27.5% | +21.9% |
| 6M | +52.5% | +8.8% | +43.8% | +46.2% |
| YTD | +8.9% | +23.6% | -14.7% | 0.0% |
| 1Y | +8.2% | +13.8% | -5.6% | +1.2% |
| 3Y | -5.2% | +36.5% | -41.6% | -19.7% |
| 5Y | +1.7% | +119.3% | -117.6% | -26.6% |
| 10Y | +185.4% | +8.0% | +177.4% | +101.8% |
| All | +3,456.3% | +513.8% | +2,942.5% | +1,386.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling