-58.5%
FICO vs ROP
+6.9%
-65.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | 0.0% |
| 7D | +2.2% | +0.7% | +1.5% | +1.5% |
| 30D | +0.1% | +28.8% | -28.7% | -22.2% |
| 3M | -35.2% | +21.1% | -56.2% | -46.1% |
| 6M | -32.4% | +52.5% | -84.9% | -52.6% |
| YTD | -57.4% | +8.9% | -66.3% | -62.9% |
| 1Y | -58.5% | +8.2% | -66.8% | -63.5% |
| All | -58.5% | +6.9% | -65.4% | -63.5% |
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