-51.1%
FIS vs ROP
+10.4%
-61.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +3.9% | -27.6% | -25.9% |
| 7D | -18.4% | +11.7% | -30.1% | -24.5% |
| 30D | -11.4% | +35.5% | -46.8% | -28.0% |
| 3M | -32.0% | +25.6% | -57.6% | -42.0% |
| 6M | -35.6% | +39.3% | -74.9% | -48.8% |
| YTD | -53.8% | +11.6% | -65.4% | -60.3% |
| 1Y | -51.1% | +10.6% | -61.7% | -58.0% |
| All | -51.1% | +10.4% | -61.5% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling