+135.7%
ROP vs FTV
+78.2%
+57.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.7% |
| 7D | -6.1% | -1.3% | -4.8% | -5.5% |
| 30D | -3.4% | -9.5% | +6.2% | +1.5% |
| 3M | +16.7% | -10.9% | +27.6% | +23.1% |
| 6M | +8.1% | -0.6% | +8.7% | +7.5% |
| YTD | -11.7% | +1.4% | -13.1% | -13.4% |
| 1Y | -24.2% | +17.6% | -41.9% | -31.3% |
| 3Y | -19.0% | -3.3% | -15.7% | -20.6% |
| 5Y | -15.9% | -0.1% | -15.7% | -20.4% |
| 10Y | +135.7% | +82.5% | +53.2% | +59.5% |
| All | +135.7% | +78.2% | +57.5% | +59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling