+617.8%
FISV vs DLR
+3,455.1%
-2,837.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.6% | +4.3% |
| 7D | +1.4% | +3.3% | -1.9% | +0.3% |
| 30D | +38.4% | +4.6% | +33.9% | +36.2% |
| 3M | +14.9% | -8.3% | +23.2% | +17.6% |
| 6M | +21.8% | -5.6% | +27.4% | +22.6% |
| YTD | -5.0% | +18.7% | -23.8% | -11.5% |
| 1Y | -1.2% | +17.1% | -18.3% | -7.5% |
| 3Y | -47.5% | +54.4% | -101.9% | -55.7% |
| 5Y | -36.7% | +36.5% | -73.2% | -45.6% |
| 10Y | +26.9% | +187.7% | -160.8% | -16.4% |
| All | +617.8% | +3,455.1% | -2,837.2% | +124.0% |
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 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