+3,466.8%
FISV vs RIG
-41.1%
+3,507.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.9% |
| 7D | -1.6% | -2.7% | +1.1% | -1.3% |
| 30D | -3.0% | +9.5% | -12.5% | -4.0% |
| 3M | -3.5% | -6.6% | +3.1% | -3.1% |
| 6M | -19.4% | -2.9% | -16.5% | -19.7% |
| YTD | -24.3% | +39.5% | -63.7% | -27.8% |
| 1Y | -62.4% | +82.3% | -144.7% | -65.5% |
| 3Y | -58.2% | -29.6% | -28.6% | -58.6% |
| 5Y | -56.5% | +63.2% | -119.7% | -62.9% |
| 10Y | -0.5% | -45.0% | +44.4% | -22.1% |
| All | +3,466.8% | -41.1% | +3,507.9% | +2,424.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling