+88.8%
ROP vs FND
+56.5%
+32.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -4.6% | -5.8% | +1.1% | -3.6% |
| 30D | -1.7% | -20.2% | +18.5% | +2.2% |
| 3M | +17.1% | -12.0% | +29.0% | +19.1% |
| 6M | +10.9% | -18.5% | +29.4% | +13.6% |
| YTD | -12.1% | -22.3% | +10.2% | -9.6% |
| 1Y | -24.2% | -47.6% | +23.4% | -16.4% |
| 3Y | -20.4% | -49.8% | +29.4% | -14.6% |
| 5Y | -15.4% | -63.0% | +47.6% | -7.5% |
| All | +88.8% | +56.5% | +32.3% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling