-60.0%
FISV vs RIG
-31.2%
-28.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.5% | -4.3% |
| 7D | -6.4% | -8.2% | +1.8% | -6.3% |
| 30D | -6.8% | -0.2% | -6.7% | -6.9% |
| 3M | -10.0% | -2.7% | -7.2% | -9.8% |
| 6M | -20.6% | -7.5% | -13.2% | -20.3% |
| YTD | -27.6% | +38.3% | -65.8% | -28.0% |
| 1Y | -64.3% | +81.8% | -146.2% | -64.9% |
| All | -60.0% | -31.2% | -28.8% | -59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling