+2,525.7%
FISV vs DRI
+7,577.7%
-5,052.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -0.3% | +0.6% | -0.9% | -0.5% |
| 30D | -2.1% | +3.8% | -5.9% | -3.3% |
| 3M | -5.7% | +13.0% | -18.8% | -9.4% |
| 6M | -15.3% | +8.3% | -23.6% | -17.7% |
| YTD | -21.1% | +20.6% | -41.7% | -25.9% |
| 1Y | -61.1% | +6.5% | -67.5% | -62.2% |
| 3Y | -56.8% | +53.7% | -110.6% | -62.8% |
| 5Y | -54.2% | +72.7% | -126.9% | -62.3% |
| 10Y | +1.6% | +363.2% | -361.6% | -42.1% |
| All | +2,525.7% | +7,577.7% | -5,052.0% | +600.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling