-60.0%
FISV vs DAR
+9.6%
-69.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.4% |
| 7D | -6.4% | -0.2% | -6.2% | -6.4% |
| 30D | -6.8% | +7.4% | -14.3% | -7.7% |
| 3M | -10.0% | +15.7% | -25.6% | -11.8% |
| 6M | -20.6% | +30.0% | -50.7% | -23.6% |
| YTD | -27.6% | +87.5% | -115.1% | -33.9% |
| 1Y | -64.3% | +113.4% | -177.7% | -68.1% |
| All | -60.0% | +9.6% | -69.6% | -60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling