-47.5%
FISV vs ROL
+5.9%
-53.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +2.6% |
| 7D | +1.4% | +3.0% | -1.6% | +0.2% |
| 30D | +38.4% | +19.8% | +18.7% | +29.1% |
| 3M | +14.9% | +7.9% | +7.0% | +11.4% |
| 6M | +21.8% | -25.6% | +47.4% | +36.6% |
| YTD | -5.0% | -34.1% | +29.1% | +12.0% |
| 1Y | -1.2% | -31.4% | +30.2% | +14.5% |
| 3Y | -47.5% | +4.7% | -52.2% | -41.5% |
| All | -47.5% | +5.9% | -53.4% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling