+0.9%
ROP vs FND
-61.3%
+62.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.2% |
| 7D | +0.2% | +6.8% | -6.6% | -1.0% |
| 30D | +30.3% | +13.1% | +17.3% | +27.6% |
| 3M | +17.8% | -13.1% | +30.8% | +19.9% |
| 6M | +38.9% | -0.6% | +39.5% | +37.7% |
| YTD | +7.6% | -15.5% | +23.1% | +8.7% |
| 1Y | +6.5% | -13.7% | +20.2% | +7.0% |
| 3Y | -6.3% | -35.0% | +28.7% | -5.7% |
| 5Y | +0.9% | -60.1% | +61.0% | +8.0% |
| All | +0.9% | -61.3% | +62.3% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling