+4,345.7%
FISV vs ROP
+24,791.5%
-20,445.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.2% | -3.2% |
| 7D | -1.6% | -5.4% | +3.8% | +0.1% |
| 30D | -3.0% | -1.6% | -1.3% | -2.5% |
| 3M | -3.5% | +18.8% | -22.4% | -8.3% |
| 6M | -19.4% | +8.2% | -27.6% | -21.2% |
| YTD | -24.3% | -10.5% | -13.8% | -21.9% |
| 1Y | -62.4% | -23.7% | -38.6% | -59.2% |
| 3Y | -58.2% | -17.9% | -40.3% | -55.7% |
| 5Y | -56.5% | -15.3% | -41.2% | -54.4% |
| 10Y | -0.5% | +133.4% | -133.9% | -19.1% |
| All | +4,345.7% | +24,791.5% | -20,445.9% | +2,157.0% |
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