-3.7%
FISV vs DLR
+11.0%
-14.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.7% | +6.1% |
| 7D | +29.6% | +2.8% | +26.8% | +29.3% |
| 30D | +34.5% | +2.8% | +31.7% | +34.2% |
| 3M | +11.2% | -4.0% | +15.2% | +11.3% |
| 6M | -1.2% | -5.6% | +4.4% | -1.2% |
| YTD | -7.6% | +21.9% | -29.6% | -9.4% |
| 1Y | -3.7% | +13.0% | -16.7% | -4.7% |
| All | -3.7% | +11.0% | -14.7% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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