-62.0%
FISV vs DG
+19.2%
-81.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.1% | +5.1% |
| 7D | -2.7% | -6.5% | +3.8% | -0.8% |
| 30D | 0.0% | +4.2% | -4.1% | -1.0% |
| 3M | -2.8% | +9.5% | -12.3% | -4.9% |
| 6M | -11.8% | -13.1% | +1.3% | -9.5% |
| YTD | -23.2% | -4.8% | -18.4% | -24.1% |
| 1Y | -62.0% | +20.6% | -82.6% | -66.8% |
| All | -62.0% | +19.2% | -81.1% | -66.8% |
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