+750.3%
DIA vs FIS
+246.2%
+504.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.7% | -6.2% | -1.7% |
| 7D | -1.6% | +1.5% | -3.1% | -2.2% |
| 30D | +1.3% | -11.8% | +13.1% | +3.4% |
| 3M | -2.1% | -28.5% | +26.5% | +7.1% |
| 6M | +6.2% | -27.0% | +33.3% | +14.6% |
| YTD | +10.3% | -53.1% | +63.4% | +37.6% |
| 1Y | +11.0% | -52.8% | +63.7% | +38.0% |
| 3Y | +60.4% | -37.5% | +97.9% | +76.4% |
| 5Y | +59.1% | -71.1% | +130.1% | +120.0% |
| 10Y | +237.1% | -52.0% | +289.1% | +283.4% |
| All | +750.3% | +246.2% | +504.1% | +403.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling