-38.8%
FIS vs ROP
-5.1%
-33.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.7% | +3.9% |
| 7D | +2.8% | +0.7% | +2.1% | +2.5% |
| 30D | -16.7% | +28.8% | -45.5% | -28.6% |
| 3M | -32.3% | +21.1% | -53.3% | -39.9% |
| 6M | -29.1% | +52.5% | -81.6% | -44.7% |
| YTD | -54.1% | +8.9% | -63.0% | -57.8% |
| 1Y | -53.7% | +8.2% | -61.9% | -57.4% |
| 3Y | -38.8% | -5.2% | -33.7% | -39.7% |
| All | -38.8% | -5.1% | -33.8% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling