-47.5%
FISV vs ROP
-5.1%
-42.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.4% |
| 7D | +1.4% | +0.7% | +0.7% | +1.0% |
| 30D | +38.4% | +28.8% | +9.7% | +18.3% |
| 3M | +14.9% | +21.1% | -6.1% | +1.9% |
| 6M | +21.8% | +52.5% | -30.7% | -6.3% |
| YTD | -5.0% | +8.9% | -13.9% | -11.3% |
| 1Y | -1.2% | +8.2% | -9.4% | -7.4% |
| 3Y | -47.5% | -5.2% | -42.4% | -45.8% |
| All | -47.5% | -5.1% | -42.4% | -45.8% |
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 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