+4.4%
FICO vs ROP
-16.7%
+21.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.6% | -13.1% | -13.8% |
| 7D | -19.2% | -4.4% | -14.7% | -15.8% |
| 30D | -14.6% | +3.2% | -17.8% | -16.1% |
| 3M | -20.1% | +23.1% | -43.2% | -30.2% |
| 6M | -36.3% | +13.3% | -49.6% | -40.9% |
| YTD | -44.9% | -7.9% | -37.0% | -41.8% |
| 1Y | -38.6% | -22.1% | -16.6% | -27.8% |
| All | +4.4% | -16.7% | +21.1% | +16.5% |
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 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