-3.3%
FISV vs ROL
+210.1%
-213.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -7.2% | -3.2% | -4.0% | -5.9% |
| 30D | -7.2% | -6.6% | -0.6% | -4.5% |
| 3M | -8.2% | -27.3% | +19.1% | +4.7% |
| 6M | -17.7% | -38.1% | +20.4% | +0.2% |
| YTD | -27.2% | -41.8% | +14.6% | -9.0% |
| 1Y | -63.0% | -37.8% | -25.2% | -54.7% |
| 3Y | -59.8% | -0.3% | -59.4% | -60.4% |
| 5Y | -55.8% | -5.1% | -50.7% | -56.5% |
| All | -3.3% | +210.1% | -213.4% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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