+97.9%
ROP vs FND
+66.0%
+31.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -3.9% |
| 7D | -4.4% | -5.2% | +0.8% | -3.6% |
| 30D | +3.2% | -19.9% | +23.1% | +7.2% |
| 3M | +23.1% | +2.7% | +20.3% | +21.6% |
| 6M | +13.3% | -21.7% | +35.0% | +16.9% |
| YTD | -7.9% | -17.5% | +9.7% | -6.2% |
| 1Y | -22.1% | -39.3% | +17.2% | -16.4% |
| 3Y | -16.8% | -49.8% | +33.0% | -10.6% |
| 5Y | -13.5% | -60.1% | +46.5% | -6.8% |
| All | +97.9% | +66.0% | +31.8% | +61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling