-99.9%
DFNS vs FIS
-18.3%
-81.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.0% |
| 7D | -16.0% | +1.1% | -17.1% | -16.5% |
| 30D | -77.7% | -2.2% | -75.5% | -77.6% |
| 3M | -77.2% | +2.1% | -79.3% | -75.6% |
| 6M | -95.2% | -14.7% | -80.5% | -95.2% |
| YTD | -98.0% | -35.7% | -62.3% | -98.3% |
| 1Y | -98.3% | -37.1% | -61.2% | -98.6% |
| All | -99.9% | -18.3% | -81.5% | -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 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