-62.2%
FIS vs ROL
-3.8%
-58.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | +1.1% | -1.4% | +2.5% | +1.6% |
| 30D | -2.2% | -4.1% | +1.9% | -0.9% |
| 3M | +2.1% | -22.5% | +24.6% | +11.1% |
| 6M | -14.7% | -37.7% | +23.0% | -0.1% |
| YTD | -35.7% | -39.6% | +3.9% | -24.1% |
| 1Y | -37.1% | -36.0% | -1.0% | -27.3% |
| 3Y | -20.0% | -5.1% | -14.9% | -20.3% |
| All | -62.2% | -3.8% | -58.5% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling