-59.8%
FISV vs DLR
+55.5%
-115.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +1.0% |
| 7D | -7.2% | -1.3% | -5.9% | -6.9% |
| 30D | -7.2% | -2.9% | -4.3% | -6.7% |
| 3M | -8.2% | +3.2% | -11.4% | -9.5% |
| 6M | -17.7% | +3.9% | -21.6% | -19.2% |
| YTD | -27.2% | +21.4% | -48.6% | -31.8% |
| 1Y | -63.0% | +9.7% | -72.7% | -64.0% |
| All | -59.8% | +55.5% | -115.3% | -65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling