-9.4%
DASH vs FIS
-70.4%
+60.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.2% | -8.2% | -8.9% |
| 7D | +0.5% | -21.2% | +21.7% | +7.6% |
| 30D | -7.1% | -12.1% | +5.0% | -5.6% |
| 3M | -13.2% | -30.6% | +17.4% | -1.6% |
| 6M | +8.3% | -35.5% | +43.8% | +26.5% |
| YTD | -20.6% | -54.4% | +33.8% | +7.8% |
| 1Y | -24.4% | -52.9% | +28.5% | +1.0% |
| 3Y | +94.5% | -38.7% | +133.2% | +116.7% |
| 5Y | -9.4% | -70.4% | +61.0% | +62.8% |
| All | -9.4% | -70.4% | +60.9% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling