+230.6%
FIS vs ROP
+2,677.3%
-2,446.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -0.8% |
| 7D | -25.5% | +2.1% | -27.6% | -26.7% |
| 30D | -15.1% | +32.9% | -48.0% | -26.7% |
| 3M | -32.1% | +20.0% | -52.1% | -38.4% |
| 6M | -36.1% | +36.4% | -72.5% | -45.6% |
| YTD | -55.4% | +7.8% | -63.2% | -57.5% |
| 1Y | -53.9% | +8.0% | -61.9% | -56.1% |
| 3Y | -39.8% | -3.5% | -36.3% | -40.1% |
| 5Y | -71.1% | +1.5% | -72.6% | -72.0% |
| 10Y | -53.8% | +198.5% | -252.3% | -72.8% |
| All | +230.6% | +2,677.3% | -2,446.7% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling