+499.7%
FICO vs ROP
+195.2%
+304.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +2.1% |
| 7D | -0.9% | +2.1% | -3.1% | -3.0% |
| 30D | +3.3% | +32.9% | -29.6% | -19.6% |
| 3M | -31.7% | +20.0% | -51.7% | -41.5% |
| 6M | -34.0% | +36.4% | -70.4% | -49.0% |
| YTD | -58.3% | +7.8% | -66.2% | -61.0% |
| 1Y | -57.9% | +8.0% | -65.9% | -60.7% |
| 3Y | -24.1% | -3.5% | -20.6% | -23.5% |
| 5Y | +85.3% | +1.5% | +83.8% | +76.3% |
| All | +499.7% | +195.2% | +304.4% | +223.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling