+176.7%
DLR vs FIS
-41.9%
+218.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.7% |
| 7D | +2.9% | -9.1% | +12.0% | +5.5% |
| 30D | -1.2% | -10.4% | +9.3% | +1.6% |
| 3M | +2.9% | -3.7% | +6.6% | +3.2% |
| 6M | +6.7% | -24.8% | +31.4% | +14.3% |
| YTD | +23.9% | -41.6% | +65.4% | +42.6% |
| 1Y | +18.6% | -42.7% | +61.4% | +37.0% |
| 3Y | +59.7% | -26.2% | +85.9% | +67.0% |
| 5Y | +42.1% | -66.1% | +108.2% | +86.7% |
| 10Y | +176.7% | -40.9% | +217.6% | +203.3% |
| All | +176.7% | -41.9% | +218.6% | +203.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling