+2,910.1%
ROP vs FLR
+603.8%
+2,306.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.2% | -3.0% |
| 7D | -4.4% | +5.4% | -9.9% | -5.6% |
| 30D | +3.2% | +11.4% | -8.2% | +0.2% |
| 3M | +23.1% | +11.4% | +11.7% | +18.4% |
| 6M | +13.3% | +16.6% | -3.3% | +6.8% |
| YTD | -7.9% | +41.7% | -49.6% | -17.4% |
| 1Y | -22.1% | +35.4% | -57.5% | -29.9% |
| 3Y | -16.8% | +57.3% | -74.1% | -31.5% |
| 5Y | -13.5% | +241.0% | -254.5% | -44.0% |
| 10Y | +137.7% | +16.6% | +121.0% | +66.4% |
| All | +2,910.1% | +603.8% | +2,306.3% | +1,128.0% |
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