+10,678.2%
FISV vs DD
+959.7%
+9,718.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | -1.6% | -0.6% | -1.0% | -1.4% |
| 30D | -3.0% | -7.4% | +4.5% | -0.6% |
| 3M | -3.5% | -6.4% | +2.9% | -1.8% |
| 6M | -19.4% | -2.5% | -16.9% | -19.8% |
| YTD | -24.3% | +10.2% | -34.5% | -27.6% |
| 1Y | -62.4% | +36.9% | -99.3% | -66.6% |
| 3Y | -58.2% | +47.0% | -105.2% | -64.5% |
| 5Y | -56.5% | +63.1% | -119.7% | -64.8% |
| 10Y | -0.5% | +68.2% | -68.7% | -24.9% |
| All | +10,678.2% | +959.7% | +9,718.5% | +4,304.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling