-63.0%
FISV vs ROP
-24.5%
-38.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.9% |
| 7D | -7.2% | -8.0% | +0.8% | -1.6% |
| 30D | -7.2% | -2.7% | -4.5% | -5.4% |
| 3M | -8.2% | +16.6% | -24.8% | -18.2% |
| 6M | -17.7% | +10.4% | -28.1% | -24.0% |
| YTD | -27.2% | -12.1% | -15.1% | -17.1% |
| 1Y | -63.0% | -23.6% | -39.3% | -53.3% |
| All | -63.0% | -24.5% | -38.4% | -53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling