+132.8%
ROP vs FND
+61.4%
+71.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.8% |
| 7D | -2.7% | -5.1% | +2.5% | -1.8% |
| 30D | +29.7% | +9.2% | +20.5% | +27.5% |
| 3M | +21.2% | -17.7% | +38.9% | +25.0% |
| 6M | +48.3% | +2.5% | +45.8% | +46.0% |
| YTD | +8.4% | -19.8% | +28.2% | +10.6% |
| 1Y | +6.0% | -22.7% | +28.7% | +8.7% |
| 3Y | -5.6% | -38.3% | +32.7% | -2.9% |
| 5Y | +1.3% | -63.0% | +64.2% | +10.7% |
| All | +132.8% | +61.4% | +71.4% | +90.2% |
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