-39.8%
FIS vs ROL
+3.8%
-43.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.2% | -1.6% |
| 7D | -25.5% | +9.5% | -35.0% | -27.9% |
| 30D | -15.1% | +22.9% | -38.0% | -20.7% |
| 3M | -32.1% | +3.5% | -35.7% | -33.1% |
| 6M | -36.1% | -29.4% | -6.7% | -29.0% |
| YTD | -55.4% | -36.1% | -19.3% | -49.0% |
| 1Y | -53.9% | -34.4% | -19.5% | -47.8% |
| 3Y | -39.8% | +4.0% | -43.8% | -36.9% |
| All | -39.8% | +3.8% | -43.6% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling