+2.0%
FISV vs RL
+311.3%
-309.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.2% |
| 7D | -2.7% | -3.4% | +0.8% | -1.8% |
| 30D | 0.0% | -14.4% | +14.5% | +4.1% |
| 3M | -2.8% | -13.6% | +10.8% | +0.6% |
| 6M | -11.8% | +0.6% | -12.4% | -13.0% |
| YTD | -23.2% | -3.6% | -19.6% | -23.5% |
| 1Y | -62.0% | +8.3% | -70.3% | -63.3% |
| 3Y | -57.6% | +204.8% | -262.4% | -70.0% |
| 5Y | -53.4% | +232.9% | -286.3% | -68.7% |
| All | +2.0% | +311.3% | -309.3% | -38.7% |
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