-12.6%
ROP vs FRSH
-72.4%
+59.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.1% |
| 7D | -6.1% | -9.6% | +3.4% | -4.7% |
| 30D | -3.4% | -0.4% | -2.9% | -3.3% |
| 3M | +16.7% | +27.2% | -10.5% | +12.5% |
| 6M | +8.1% | +42.2% | -34.1% | +2.4% |
| YTD | -11.7% | -2.6% | -9.1% | -12.4% |
| 1Y | -24.2% | -10.2% | -14.1% | -24.2% |
| 3Y | -19.0% | -45.5% | +26.6% | -16.1% |
| All | -12.6% | -72.4% | +59.8% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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