-62.2%
FIS vs ROP
-13.6%
-48.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.6% | +1.3% |
| 7D | +1.1% | -4.4% | +5.5% | +3.9% |
| 30D | -2.2% | +3.2% | -5.4% | -4.3% |
| 3M | +2.1% | +23.1% | -20.9% | -10.6% |
| 6M | -14.7% | +13.3% | -28.0% | -21.4% |
| YTD | -35.7% | -7.9% | -27.9% | -33.2% |
| 1Y | -37.1% | -22.1% | -15.0% | -27.8% |
| 3Y | -20.0% | -16.8% | -3.2% | -14.2% |
| All | -62.2% | -13.6% | -48.6% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling