-59.8%
FISV vs DD
+41.5%
-101.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.7% |
| 7D | -7.2% | -2.9% | -4.3% | -6.7% |
| 30D | -7.2% | -11.5% | +4.3% | -5.2% |
| 3M | -8.2% | -5.4% | -2.8% | -7.4% |
| 6M | -17.7% | -6.9% | -10.8% | -17.4% |
| YTD | -27.2% | +6.9% | -34.0% | -29.1% |
| 1Y | -63.0% | +35.6% | -98.6% | -66.0% |
| All | -59.8% | +41.5% | -101.3% | -63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling