-57.7%
FISV vs DRI
+68.4%
-126.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -3.8% |
| 7D | -6.4% | -4.8% | -1.6% | -4.8% |
| 30D | -6.8% | -3.9% | -2.9% | -5.8% |
| 3M | -10.0% | +5.1% | -15.0% | -11.8% |
| 6M | -20.6% | +5.5% | -26.1% | -22.5% |
| YTD | -27.6% | +16.5% | -44.0% | -31.9% |
| 1Y | -64.3% | +2.0% | -66.3% | -65.0% |
| 3Y | -60.0% | +54.5% | -114.5% | -66.5% |
| 5Y | -57.7% | +66.6% | -124.3% | -67.0% |
| All | -57.7% | +68.4% | -126.1% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling