+5,275.7%
FISV vs ROP
+30,039.9%
-24,764.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -2.0% | -2.7% | +0.7% | -1.2% |
| 30D | +31.8% | +29.7% | +2.1% | +21.9% |
| 3M | +19.3% | +21.2% | -1.9% | +12.6% |
| 6M | +12.1% | +48.3% | -36.2% | -0.3% |
| YTD | -8.4% | +8.4% | -16.8% | -10.8% |
| 1Y | -4.5% | +6.0% | -10.5% | -6.4% |
| 3Y | -49.4% | -5.6% | -43.8% | -48.6% |
| 5Y | -39.0% | +1.3% | -40.3% | -39.4% |
| 10Y | +22.3% | +184.1% | -161.8% | -6.2% |
| All | +5,275.7% | +30,039.9% | -24,764.2% | +2,475.9% |
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