+54.4%
DLR vs FIS
-38.7%
+93.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.2% | -6.1% | -2.2% |
| 7D | +3.3% | +2.8% | +0.5% | +3.1% |
| 30D | +4.6% | -16.7% | +21.3% | +4.9% |
| 3M | -8.3% | -32.3% | +24.0% | -5.3% |
| 6M | -5.6% | -29.1% | +23.4% | -3.6% |
| YTD | +18.7% | -54.1% | +72.9% | +32.5% |
| 1Y | +17.1% | -53.7% | +70.8% | +30.3% |
| 3Y | +54.4% | -38.8% | +93.2% | +43.3% |
| All | +54.4% | -38.7% | +93.1% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling