+10.6%
ROP vs FTV
+37.8%
-27.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.3% | +1.6% | +3.0% |
| 7D | +11.7% | +6.6% | +5.1% | +9.0% |
| 30D | +35.5% | +19.1% | +16.4% | +26.9% |
| 3M | +25.6% | +13.1% | +12.6% | +19.8% |
| 6M | +39.3% | +14.0% | +25.3% | +31.5% |
| YTD | +11.6% | +24.2% | -12.5% | +1.8% |
| 1Y | +10.6% | +36.4% | -25.8% | -1.8% |
| All | +10.6% | +37.8% | -27.2% | -1.8% |
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