+56.9%
DLR vs FIS
-18.3%
+75.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +1.6% | +1.1% | +0.5% | +1.4% |
| 30D | -3.4% | -2.2% | -1.1% | -3.1% |
| 3M | +0.5% | +2.1% | -1.6% | -0.3% |
| 6M | +4.6% | -14.7% | +19.2% | +7.0% |
| YTD | +23.4% | -35.7% | +59.1% | +35.1% |
| 1Y | +19.0% | -37.1% | +56.1% | +30.8% |
| All | +56.9% | -18.3% | +75.2% | +48.4% |
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