-40.2%
FIS vs ROL
+203.4%
-243.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.5% | -3.4% | -4.9% |
| 7D | -3.5% | -3.4% | 0.0% | -2.1% |
| 30D | -7.8% | -6.9% | -0.9% | -5.2% |
| 3M | +0.8% | -24.6% | +25.4% | +12.4% |
| 6M | -21.9% | -39.5% | +17.6% | -5.2% |
| YTD | -39.5% | -41.1% | +1.6% | -26.0% |
| 1Y | -41.0% | -37.9% | -3.1% | -29.5% |
| 3Y | -23.6% | +0.8% | -24.4% | -26.3% |
| 5Y | -65.6% | -4.7% | -60.9% | -67.0% |
| 10Y | -40.2% | +207.9% | -248.1% | -60.4% |
| All | -40.2% | +203.4% | -243.6% | -60.4% |
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