+102.1%
DASH vs FIS
-38.4%
+140.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.2% | -8.2% | -9.1% |
| 7D | +0.5% | -21.2% | +21.7% | +4.7% |
| 30D | -7.1% | -12.1% | +5.0% | -7.2% |
| 3M | -13.2% | -30.6% | +17.4% | -5.3% |
| 6M | +8.3% | -35.5% | +43.8% | +20.7% |
| YTD | -20.6% | -54.4% | +33.8% | -4.4% |
| 1Y | -24.4% | -52.9% | +28.5% | -9.8% |
| All | +102.1% | -38.4% | +140.5% | +117.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling