-22.1%
ROP vs FTV
+21.5%
-43.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.2% |
| 7D | -4.4% | -4.6% | +0.2% | -3.0% |
| 30D | +3.2% | -7.2% | +10.4% | +5.7% |
| 3M | +23.1% | -7.3% | +30.3% | +25.4% |
| 6M | +13.3% | -1.6% | +14.9% | +12.9% |
| YTD | -7.9% | +3.3% | -11.2% | -9.7% |
| 1Y | -22.1% | +20.2% | -42.3% | -25.7% |
| All | -22.1% | +21.5% | -43.6% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling