-60.0%
FISV vs DRI
+54.2%
-114.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -3.9% |
| 7D | -6.4% | -4.8% | -1.6% | -5.0% |
| 30D | -6.8% | -3.9% | -2.9% | -5.9% |
| 3M | -10.0% | +5.1% | -15.0% | -11.6% |
| 6M | -20.6% | +5.5% | -26.1% | -22.3% |
| YTD | -27.6% | +16.5% | -44.0% | -31.4% |
| 1Y | -64.3% | +2.0% | -66.3% | -64.9% |
| All | -60.0% | +54.2% | -114.2% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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