-58.8%
FICO vs ROP
+7.0%
-65.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.8% | +3.6% |
| 7D | -0.1% | -1.6% | +1.6% | +1.0% |
| 30D | +8.4% | +29.5% | -21.1% | -16.0% |
| 3M | -30.5% | +17.5% | -48.0% | -40.6% |
| 6M | -35.7% | +38.1% | -73.8% | -50.9% |
| YTD | -57.2% | +7.0% | -64.2% | -63.3% |
| All | -58.8% | +7.0% | -65.8% | -64.5% |
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