-57.7%
FISV vs RL
+233.3%
-291.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.0% | -3.5% |
| 7D | -6.4% | -0.3% | -6.1% | -6.3% |
| 30D | -6.8% | -17.5% | +10.7% | -2.4% |
| 3M | -10.0% | -14.0% | +4.0% | -7.0% |
| 6M | -20.6% | -2.0% | -18.7% | -21.2% |
| YTD | -27.6% | -4.6% | -23.0% | -27.7% |
| 1Y | -64.3% | +9.5% | -73.8% | -65.6% |
| 3Y | -60.0% | +200.5% | -260.5% | -71.9% |
| 5Y | -57.7% | +226.3% | -284.0% | -72.7% |
| All | -57.7% | +233.3% | -291.0% | -72.7% |
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 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