-23.8%
FICO vs ROP
-0.9%
-22.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | -0.3% | +9.2% | -9.4% | -7.3% |
| 30D | +1.7% | +35.5% | -33.8% | -21.2% |
| 3M | -35.2% | +24.4% | -59.6% | -45.7% |
| 6M | -33.7% | +38.0% | -71.7% | -48.1% |
| YTD | -58.2% | +11.1% | -69.2% | -62.4% |
| 1Y | -56.6% | +10.9% | -67.5% | -60.9% |
| All | -23.8% | -0.9% | -22.9% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling