-99.9%
DFNS vs FIS
-69.7%
-30.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.4% | -1.2% | -4.0% |
| 7D | +4.6% | -9.1% | +13.7% | +6.4% |
| 30D | -73.9% | -10.4% | -63.4% | -73.4% |
| 3M | -71.7% | -3.7% | -68.0% | -70.4% |
| 6M | -94.6% | -24.8% | -69.8% | -94.5% |
| YTD | -98.1% | -41.6% | -56.5% | -98.1% |
| 1Y | -98.3% | -42.7% | -55.6% | -98.4% |
| 3Y | -99.9% | -26.2% | -73.7% | -99.9% |
| 5Y | -99.9% | -66.1% | -33.7% | -99.9% |
| All | -99.9% | -69.7% | -30.2% | -99.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling