-36.0%
FISV vs RL
+243.0%
-279.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.2% |
| 7D | +3.0% | -4.4% | +7.4% | +3.9% |
| 30D | +38.8% | +5.6% | +33.2% | +36.7% |
| 3M | +21.2% | -0.6% | +21.8% | +21.0% |
| 6M | +17.5% | +15.5% | +2.0% | +12.3% |
| YTD | -4.9% | +12.3% | -17.2% | -8.9% |
| 1Y | -0.6% | +19.3% | -19.9% | -6.3% |
| 3Y | -47.4% | +255.5% | -303.0% | -64.3% |
| 5Y | -36.0% | +247.1% | -283.1% | -58.6% |
| All | -36.0% | +243.0% | -279.1% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling