+27.4%
FISV vs RL
+337.1%
-309.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +4.0% |
| 7D | +1.4% | +2.6% | -1.2% | +0.7% |
| 30D | +38.4% | +2.9% | +35.5% | +37.1% |
| 3M | +14.9% | 0.0% | +14.9% | +14.6% |
| 6M | +21.8% | +17.1% | +4.7% | +15.6% |
| YTD | -5.0% | +10.1% | -15.2% | -8.8% |
| 1Y | -1.2% | +17.3% | -18.5% | -6.8% |
| 3Y | -47.5% | +249.3% | -296.9% | -64.3% |
| 5Y | -36.7% | +240.9% | -277.6% | -57.9% |
| All | +27.4% | +337.1% | -309.7% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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