+79.3%
FICO vs ROP
-0.2%
+79.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.6% |
| 3M | -30.5% | +17.5% | -48.0% | -39.4% |
| 6M | -35.7% | +38.1% | -73.8% | -50.4% |
| YTD | -57.2% | +7.0% | -64.2% | -59.9% |
| 1Y | -58.4% | +6.5% | -64.9% | -60.9% |
| 3Y | -24.8% | -5.5% | -19.3% | -23.8% |
| 5Y | +79.3% | -0.4% | +79.7% | +55.1% |
| All | +79.3% | -0.2% | +79.5% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling