-15.3%
ROP vs FTV
+4.3%
-19.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.5% |
| 7D | -5.4% | -0.4% | -5.0% | -5.2% |
| 30D | -1.6% | -8.3% | +6.7% | +2.1% |
| 3M | +18.8% | -7.4% | +26.2% | +22.4% |
| 6M | +8.2% | -1.2% | +9.4% | +7.9% |
| YTD | -10.5% | +2.7% | -13.2% | -12.4% |
| 1Y | -23.7% | +18.4% | -42.2% | -30.2% |
| 3Y | -17.9% | -2.0% | -15.8% | -19.5% |
| 5Y | -15.3% | +3.4% | -18.8% | -21.3% |
| All | -15.3% | +4.3% | -19.6% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling