-59.8%
FISV vs RJF
+69.1%
-128.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.0% |
| 7D | -7.2% | -4.2% | -3.0% | -5.6% |
| 30D | -7.2% | -3.6% | -3.6% | -5.8% |
| 3M | -8.2% | +15.6% | -23.8% | -13.2% |
| 6M | -17.7% | +17.6% | -35.3% | -23.0% |
| YTD | -27.2% | +9.2% | -36.4% | -30.3% |
| 1Y | -63.0% | +5.5% | -68.5% | -64.1% |
| All | -59.8% | +69.1% | -128.9% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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