+472.4%
FISV vs DLR
+3,617.4%
-3,145.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.2% |
| 7D | -1.6% | +3.4% | -5.0% | -2.6% |
| 30D | -3.0% | -2.2% | -0.7% | -2.4% |
| 3M | -3.5% | +4.7% | -8.3% | -5.6% |
| 6M | -19.4% | +9.0% | -28.4% | -22.3% |
| YTD | -24.3% | +24.1% | -48.4% | -30.1% |
| 1Y | -62.4% | +20.9% | -83.3% | -64.8% |
| 3Y | -58.2% | +60.0% | -118.2% | -65.0% |
| 5Y | -56.5% | +35.3% | -91.8% | -62.5% |
| 10Y | -0.5% | +165.8% | -166.3% | -32.7% |
| All | +472.4% | +3,617.4% | -3,145.0% | +76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling