+3,595.6%
DLR vs FIS
+221.8%
+3,373.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | +1.6% | +1.1% | +0.5% | +1.1% |
| 30D | -3.4% | -2.2% | -1.1% | -2.7% |
| 3M | +0.5% | +2.1% | -1.6% | -1.3% |
| 6M | +4.6% | -14.7% | +19.2% | +9.6% |
| YTD | +23.4% | -35.7% | +59.1% | +44.9% |
| 1Y | +19.0% | -37.1% | +56.1% | +40.4% |
| 3Y | +56.5% | -20.0% | +76.5% | +61.5% |
| 5Y | +33.3% | -62.1% | +95.4% | +80.9% |
| 10Y | +165.1% | -37.4% | +202.5% | +158.5% |
| All | +3,595.6% | +221.8% | +3,373.9% | +1,276.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling