+539.5%
FICO vs ROP
+183.0%
+356.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.8% |
| 7D | +4.0% | -2.9% | +6.9% | +6.5% |
| 30D | -1.5% | +30.1% | -31.6% | -22.0% |
| 3M | -29.8% | +19.9% | -49.7% | -39.8% |
| 6M | -33.3% | +46.0% | -79.3% | -51.3% |
| YTD | -56.9% | +8.4% | -65.2% | -59.9% |
| 1Y | -59.5% | +8.8% | -68.3% | -62.4% |
| 3Y | -26.9% | -5.6% | -21.2% | -25.0% |
| 5Y | +92.9% | +3.0% | +89.9% | +81.0% |
| 10Y | +539.5% | +184.0% | +355.5% | +221.7% |
| All | +539.5% | +183.0% | +356.5% | +221.7% |
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