+19.0%
DLR vs FIS
-37.2%
+56.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.3% |
| 7D | +1.6% | +1.1% | +0.5% | +1.6% |
| 30D | -3.4% | -2.2% | -1.1% | -3.3% |
| 3M | +0.5% | +2.1% | -1.6% | +0.3% |
| 6M | +4.6% | -14.7% | +19.2% | +3.7% |
| YTD | +23.4% | -35.7% | +59.1% | +23.6% |
| 1Y | +19.0% | -37.1% | +56.1% | +18.7% |
| All | +19.0% | -37.2% | +56.2% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling