+428.4%
DIS vs FIS
+229.2%
+199.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.5% |
| 7D | +5.2% | -25.5% | +30.7% | +15.9% |
| 30D | +11.5% | -15.1% | +26.5% | +16.0% |
| 3M | +11.5% | -32.1% | +43.6% | +27.1% |
| 6M | +8.9% | -36.1% | +44.9% | +26.2% |
| YTD | +3.4% | -55.4% | +58.8% | +38.5% |
| 1Y | +7.2% | -53.9% | +61.1% | +41.5% |
| 3Y | +43.3% | -39.8% | +83.1% | +64.4% |
| 5Y | -31.4% | -71.1% | +39.7% | +3.1% |
| 10Y | +37.1% | -53.8% | +90.9% | +66.5% |
| All | +428.4% | +229.2% | +199.2% | +181.6% |
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