-100.0%
DFNS vs FIS
-39.8%
-60.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.2% | -10.0% | -11.0% |
| 7D | -44.0% | -25.5% | -18.5% | -34.3% |
| 30D | -69.1% | -15.1% | -54.1% | -66.0% |
| 3M | -95.6% | -32.1% | -63.5% | -94.6% |
| 6M | -96.2% | -36.1% | -60.1% | -95.1% |
| YTD | -99.6% | -55.4% | -44.2% | -99.6% |
| 1Y | -99.7% | -53.9% | -45.9% | -99.7% |
| 3Y | -100.0% | -39.8% | -60.2% | -100.0% |
| All | -100.0% | -39.8% | -60.2% | -100.0% |
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