+44.6%
DAL vs FIS
-55.3%
+99.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.1% | +0.9% | -5.0% |
| 7D | +1.4% | -3.5% | +4.9% | +1.6% |
| 30D | +9.1% | -19.4% | +28.5% | +8.0% |
| 3M | -3.5% | -31.6% | +28.1% | -1.1% |
| 6M | +23.4% | -32.5% | +55.9% | +26.0% |
| YTD | +26.0% | -56.0% | +82.0% | +58.5% |
| 1Y | +44.6% | -55.5% | +100.2% | +80.5% |
| All | +44.6% | -55.3% | +99.9% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling