-98.3%
DFNS vs FIS
-40.6%
-57.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.1% | +11.9% |
| 7D | +0.8% | -3.5% | +4.2% | +6.7% |
| 30D | -73.2% | -7.8% | -65.4% | -69.8% |
| 3M | -72.4% | +0.8% | -73.3% | -64.1% |
| 6M | -95.2% | -21.9% | -73.3% | -91.9% |
| YTD | -98.0% | -39.5% | -58.5% | -95.5% |
| 1Y | -98.3% | -41.0% | -57.3% | -96.0% |
| All | -98.3% | -40.6% | -57.7% | -96.0% |
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 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