+3,152.3%
FISV vs O
+5,387.7%
-2,235.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -0.3% | -0.7% | +0.4% | 0.0% |
| 30D | -2.1% | -1.9% | -0.2% | -1.3% |
| 3M | -5.7% | +3.8% | -9.6% | -7.1% |
| 6M | -15.3% | -4.7% | -10.6% | -13.9% |
| YTD | -21.1% | +12.5% | -33.6% | -25.1% |
| 1Y | -61.1% | +10.8% | -71.9% | -62.7% |
| 3Y | -56.8% | +28.8% | -85.6% | -61.4% |
| 5Y | -54.2% | +13.2% | -67.4% | -56.9% |
| 10Y | +1.6% | +53.5% | -51.9% | -18.1% |
| All | +3,152.3% | +5,387.7% | -2,235.5% | +615.7% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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