-57.6%
FISV vs RRX
+5.4%
-63.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.7% | +1.7% | +5.2% |
| 7D | -2.7% | -0.3% | -2.3% | -2.7% |
| 30D | 0.0% | -6.1% | +6.2% | +0.4% |
| 3M | -2.8% | -23.1% | +20.3% | -1.7% |
| 6M | -11.8% | -19.5% | +7.7% | -11.7% |
| YTD | -23.2% | +16.1% | -39.3% | -26.4% |
| 1Y | -62.0% | +12.9% | -74.9% | -63.7% |
| 3Y | -57.6% | +7.9% | -65.5% | -58.4% |
| All | -57.6% | +5.4% | -63.0% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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