-55.3%
FIS vs ROL
+222.1%
-277.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.4% | -2.2% |
| 7D | -29.4% | +7.5% | -36.9% | -31.7% |
| 30D | -16.7% | +21.1% | -37.9% | -23.2% |
| 3M | -33.0% | +3.1% | -36.1% | -34.2% |
| 6M | -33.3% | -27.4% | -5.9% | -25.0% |
| YTD | -56.0% | -34.7% | -21.3% | -48.6% |
| 1Y | -54.6% | -32.9% | -21.6% | -47.5% |
| 3Y | -40.6% | +6.1% | -46.8% | -44.1% |
| 5Y | -71.9% | +16.3% | -88.3% | -75.4% |
| 10Y | -55.3% | +214.9% | -270.2% | -73.0% |
| All | -55.3% | +222.1% | -277.4% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling