+230.6%
FIS vs ROL
+4,687.9%
-4,457.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.2% | -1.5% |
| 7D | -25.5% | +9.5% | -35.0% | -28.3% |
| 30D | -15.1% | +22.9% | -38.0% | -21.8% |
| 3M | -32.1% | +3.5% | -35.7% | -33.4% |
| 6M | -36.1% | -29.4% | -6.7% | -27.8% |
| YTD | -55.4% | -36.1% | -19.3% | -47.9% |
| 1Y | -53.9% | -34.4% | -19.5% | -46.7% |
| 3Y | -39.8% | +4.0% | -43.8% | -42.3% |
| 5Y | -71.1% | +13.2% | -84.3% | -73.8% |
| 10Y | -53.8% | +219.7% | -273.5% | -72.6% |
| All | +230.6% | +4,687.9% | -4,457.3% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling