-3.3%
FISV vs ROP
+135.7%
-138.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.9% |
| 7D | -7.2% | -8.0% | +0.8% | -2.1% |
| 30D | -7.2% | -2.7% | -4.5% | -5.5% |
| 3M | -8.2% | +16.6% | -24.8% | -17.1% |
| 6M | -17.7% | +10.4% | -28.1% | -23.0% |
| YTD | -27.2% | -12.1% | -15.1% | -21.6% |
| 1Y | -63.0% | -23.6% | -39.3% | -56.0% |
| 3Y | -59.8% | -19.3% | -40.4% | -54.6% |
| 5Y | -55.8% | -15.4% | -40.4% | -52.4% |
| All | -3.3% | +135.7% | -138.9% | -38.8% |
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