-15.9%
ROP vs FTV
-0.9%
-15.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.2% |
| 7D | -4.4% | -4.5% | +0.1% | -2.9% |
| 30D | +3.2% | -7.1% | +10.3% | +5.9% |
| 3M | +23.1% | -7.2% | +30.2% | +25.9% |
| 6M | +13.3% | -1.5% | +14.8% | +13.2% |
| YTD | -7.9% | +3.5% | -11.3% | -9.7% |
| 1Y | -22.1% | +20.3% | -42.4% | -27.8% |
| All | -15.9% | -0.9% | -15.0% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling