+763.7%
DIA vs FIS
+374.5%
+389.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -0.2% | +1.1% | -1.3% | -0.6% |
| 30D | -1.5% | -2.2% | +0.7% | -0.9% |
| 3M | +3.8% | +2.1% | +1.6% | +2.3% |
| 6M | +10.3% | -14.7% | +24.9% | +14.9% |
| YTD | +12.1% | -35.7% | +47.8% | +28.5% |
| 1Y | +18.6% | -37.1% | +55.7% | +36.7% |
| 3Y | +60.6% | -20.0% | +80.6% | +66.2% |
| 5Y | +64.4% | -62.1% | +126.5% | +112.1% |
| 10Y | +250.1% | -37.4% | +287.5% | +272.3% |
| All | +763.7% | +374.5% | +389.2% | +370.4% |
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