+2.0%
FISV vs DLR
+177.5%
-175.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +4.9% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | 0.0% | -4.3% | +4.3% | +1.4% |
| 3M | -2.8% | +3.8% | -6.6% | -4.7% |
| 6M | -11.8% | +5.8% | -17.7% | -14.3% |
| YTD | -23.2% | +23.5% | -46.8% | -29.4% |
| 1Y | -62.0% | +11.1% | -73.1% | -63.5% |
| 3Y | -57.6% | +57.9% | -115.5% | -64.9% |
| 5Y | -53.4% | +44.0% | -97.4% | -60.8% |
| All | +2.0% | +177.5% | -175.5% | -29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling