+177.3%
DLR vs FIS
-39.9%
+217.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.9% | +6.5% | +2.2% |
| 7D | +3.4% | -3.5% | +6.9% | +4.3% |
| 30D | -2.2% | -7.8% | +5.6% | -0.2% |
| 3M | +4.7% | +0.8% | +3.9% | +3.7% |
| 6M | +9.0% | -21.9% | +30.9% | +15.6% |
| YTD | +24.1% | -39.5% | +63.6% | +41.5% |
| 1Y | +20.9% | -41.0% | +61.9% | +38.6% |
| 3Y | +60.0% | -23.6% | +83.6% | +65.8% |
| 5Y | +35.3% | -65.6% | +100.9% | +77.6% |
| All | +177.3% | -39.9% | +217.2% | +201.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling