-57.7%
FISV vs ROL
-6.0%
-51.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.2% | -3.9% |
| 7D | -6.4% | -3.3% | -3.1% | -5.1% |
| 30D | -6.8% | -7.2% | +0.4% | -4.0% |
| 3M | -10.0% | -27.0% | +17.0% | +1.7% |
| 6M | -20.6% | -39.5% | +18.9% | -3.3% |
| YTD | -27.6% | -41.8% | +14.2% | -10.5% |
| 1Y | -64.3% | -38.9% | -25.5% | -56.5% |
| 3Y | -60.0% | -0.4% | -59.6% | -60.1% |
| 5Y | -57.7% | -4.2% | -53.5% | -58.0% |
| All | -57.7% | -6.0% | -51.7% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling