-3.3%
FISV vs DAR
+375.1%
-378.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.0% |
| 7D | -7.2% | +0.9% | -8.1% | -7.5% |
| 30D | -7.2% | +6.4% | -13.6% | -8.9% |
| 3M | -8.2% | +13.2% | -21.4% | -11.6% |
| 6M | -17.7% | +26.2% | -43.9% | -23.3% |
| YTD | -27.2% | +84.4% | -111.5% | -38.9% |
| 1Y | -63.0% | +112.0% | -175.0% | -70.2% |
| 3Y | -59.8% | +13.4% | -73.1% | -62.9% |
| 5Y | -55.8% | -6.0% | -49.8% | -58.6% |
| All | -3.3% | +375.1% | -378.4% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling