-14.7%
ROP vs FND
-61.0%
+46.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -2.1% |
| 7D | -5.4% | +0.4% | -5.8% | -5.5% |
| 30D | -1.6% | -23.6% | +21.9% | +2.4% |
| 3M | +18.8% | +4.3% | +14.5% | +17.3% |
| 6M | +8.2% | -20.3% | +28.5% | +11.1% |
| YTD | -10.5% | -21.3% | +10.8% | -8.3% |
| 1Y | -23.7% | -45.4% | +21.6% | -17.1% |
| 3Y | -17.9% | -48.9% | +31.0% | -13.2% |
| All | -14.7% | -61.0% | +46.3% | -9.3% |
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