+2.0%
FISV vs RIG
-41.2%
+43.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.1% | +5.5% |
| 7D | -2.7% | -3.1% | +0.4% | -2.4% |
| 30D | 0.0% | -0.5% | +0.6% | 0.0% |
| 3M | -2.8% | -6.0% | +3.2% | -2.5% |
| 6M | -11.8% | -10.1% | -1.7% | -11.4% |
| YTD | -23.2% | +37.3% | -60.5% | -25.6% |
| 1Y | -62.0% | +73.9% | -135.9% | -64.1% |
| 3Y | -57.6% | -30.2% | -27.4% | -57.7% |
| 5Y | -53.4% | +62.5% | -115.9% | -58.2% |
| All | +2.0% | -41.2% | +43.2% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling