-47.5%
FISV vs RRC
+60.0%
-107.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.6% |
| 7D | +1.4% | +6.4% | -5.0% | +0.3% |
| 30D | +38.4% | +23.9% | +14.6% | +31.4% |
| 3M | +14.9% | +30.2% | -15.3% | +7.6% |
| 6M | +21.8% | +26.3% | -4.5% | +14.6% |
| YTD | -5.0% | +48.1% | -53.1% | -14.7% |
| 1Y | -1.2% | +37.7% | -38.8% | -9.6% |
| 3Y | -47.5% | +60.3% | -107.8% | -53.4% |
| All | -47.5% | +60.0% | -107.5% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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