+1,645.1%
FISV vs RL
+1,366.2%
+279.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | 0.0% |
| 7D | -0.3% | -0.8% | +0.5% | -0.1% |
| 30D | -2.1% | -7.8% | +5.7% | -0.1% |
| 3M | -5.7% | -4.0% | -1.7% | -5.2% |
| 6M | -15.3% | -1.9% | -13.4% | -15.9% |
| YTD | -21.1% | -0.2% | -20.9% | -22.1% |
| 1Y | -61.1% | +10.7% | -71.8% | -62.6% |
| 3Y | -56.8% | +210.8% | -267.6% | -69.3% |
| 5Y | -54.2% | +238.2% | -292.4% | -68.9% |
| 10Y | +1.6% | +313.4% | -311.8% | -39.5% |
| All | +1,645.1% | +1,366.2% | +279.0% | +533.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling