+2.0%
FISV vs DD
+66.6%
-64.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.5% |
| 7D | -2.7% | -3.5% | +0.8% | -1.5% |
| 30D | 0.0% | -11.7% | +11.7% | +4.3% |
| 3M | -2.8% | -9.2% | +6.4% | +0.2% |
| 6M | -11.8% | -7.2% | -4.6% | -10.8% |
| YTD | -23.2% | +6.6% | -29.8% | -26.3% |
| 1Y | -62.0% | +32.0% | -94.0% | -66.5% |
| 3Y | -57.6% | +42.1% | -99.7% | -64.7% |
| 5Y | -53.4% | +58.1% | -111.5% | -63.5% |
| All | +2.0% | +66.6% | -64.6% | -34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling