-40.7%
FIS vs ROP
+135.7%
-176.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.6% | +1.5% |
| 7D | -8.9% | -8.0% | -0.9% | -3.9% |
| 30D | -9.9% | -2.7% | -7.2% | -8.4% |
| 3M | 0.0% | +16.6% | -16.6% | -9.5% |
| 6M | -22.9% | +10.4% | -33.3% | -27.7% |
| YTD | -40.9% | -12.1% | -28.8% | -36.3% |
| 1Y | -40.4% | -23.6% | -16.8% | -30.2% |
| 3Y | -25.4% | -19.3% | -6.0% | -17.0% |
| 5Y | -64.8% | -15.4% | -49.5% | -62.6% |
| All | -40.7% | +135.7% | -176.3% | -59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling