-3.7%
FISV vs DD
+49.3%
-53.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +6.6% |
| 7D | +29.6% | +8.7% | +21.0% | +28.0% |
| 30D | +34.5% | +15.3% | +19.1% | +32.2% |
| 3M | +11.2% | +5.9% | +5.3% | +9.9% |
| 6M | -1.2% | +11.6% | -12.8% | -3.7% |
| YTD | -7.6% | +26.5% | -34.2% | -14.3% |
| 1Y | -3.7% | +35.4% | -39.1% | -13.1% |
| All | -3.7% | +49.3% | -53.0% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling