-51.3%
FIS vs ROL
+218.2%
-269.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.1% | +6.6% | +6.7% |
| 7D | +1.5% | +0.8% | +0.8% | +1.2% |
| 30D | -11.8% | +20.6% | -32.4% | -18.5% |
| 3M | -28.5% | +4.5% | -33.0% | -30.2% |
| 6M | -27.0% | -26.5% | -0.5% | -18.4% |
| YTD | -53.1% | -34.8% | -18.3% | -45.1% |
| 1Y | -52.8% | -33.2% | -19.6% | -45.3% |
| 3Y | -37.5% | +4.5% | -41.9% | -40.7% |
| 5Y | -71.1% | +15.5% | -86.6% | -74.5% |
| All | -51.3% | +218.2% | -269.5% | -70.0% |
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