-24.1%
FICO vs ROP
-3.5%
-20.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +1.9% |
| 7D | -0.9% | +2.1% | -3.1% | -2.9% |
| 30D | +3.3% | +32.9% | -29.6% | -18.8% |
| 3M | -31.7% | +20.3% | -52.1% | -41.3% |
| 6M | -34.0% | +36.8% | -70.7% | -47.9% |
| YTD | -58.3% | +8.1% | -66.4% | -61.8% |
| 1Y | -57.9% | +8.3% | -66.2% | -61.4% |
| 3Y | -24.1% | -3.2% | -20.8% | -25.1% |
| All | -24.1% | -3.5% | -20.5% | -25.1% |
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