-56.4%
FICO vs ROP
+10.4%
-66.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.9% | -7.2% | -6.7% |
| 7D | +0.4% | +11.7% | -11.3% | -9.4% |
| 30D | +1.7% | +35.5% | -33.8% | -24.1% |
| 3M | -33.0% | +25.6% | -58.7% | -45.9% |
| 6M | -33.9% | +39.3% | -73.1% | -50.0% |
| YTD | -58.5% | +11.6% | -70.2% | -65.4% |
| 1Y | -56.4% | +10.6% | -67.0% | -63.4% |
| All | -56.4% | +10.4% | -66.8% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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