+343.2%
FISV vs DG
+606.1%
-262.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | -0.3% | +8.4% | -8.7% | -1.8% |
| 30D | -2.1% | +4.9% | -7.0% | -3.0% |
| 3M | -5.7% | +29.3% | -35.1% | -10.2% |
| 6M | -15.3% | -11.3% | -4.1% | -13.9% |
| YTD | -21.1% | +1.8% | -22.8% | -21.9% |
| 1Y | -61.1% | +25.3% | -86.4% | -63.0% |
| 3Y | -56.8% | +9.1% | -65.9% | -59.3% |
| 5Y | -54.2% | -34.9% | -19.3% | -51.9% |
| 10Y | +1.6% | +108.2% | -106.6% | -18.9% |
| All | +343.2% | +606.1% | -262.8% | +162.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling