-3.7%
FISV vs DG
+45.3%
-49.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +8.5% | -2.3% | +4.3% |
| 7D | +29.6% | +12.3% | +17.4% | +25.9% |
| 30D | +34.5% | +19.3% | +15.2% | +29.0% |
| 3M | +11.2% | +11.9% | -0.6% | +8.2% |
| 6M | -1.2% | +25.0% | -26.2% | -5.8% |
| YTD | -7.6% | +8.7% | -16.4% | -11.4% |
| 1Y | -3.7% | +44.7% | -48.4% | -12.0% |
| All | -3.7% | +45.3% | -49.0% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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