-60.0%
FISV vs ROP
-18.8%
-41.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -3.5% |
| 7D | -6.4% | -6.1% | -0.3% | -2.7% |
| 30D | -6.8% | -3.4% | -3.5% | -4.9% |
| 3M | -10.0% | +16.7% | -26.6% | -18.4% |
| 6M | -20.6% | +8.1% | -28.7% | -24.8% |
| YTD | -27.6% | -11.7% | -15.9% | -22.7% |
| 1Y | -64.3% | -24.2% | -40.1% | -58.3% |
| All | -60.0% | -18.8% | -41.3% | -56.7% |
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