+3,457.3%
DLR vs FIS
+120.2%
+3,337.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.7% | +3.9% |
| 7D | +2.4% | -29.4% | +31.8% | +14.9% |
| 30D | +0.7% | -16.7% | +17.5% | +5.3% |
| 3M | -6.4% | -33.0% | +26.5% | +6.2% |
| 6M | -6.5% | -33.3% | +26.8% | +5.4% |
| YTD | +18.8% | -56.0% | +74.8% | +57.4% |
| 1Y | +9.0% | -54.6% | +63.6% | +42.3% |
| 3Y | +54.5% | -40.6% | +95.1% | +73.9% |
| 5Y | +35.8% | -71.9% | +107.8% | +100.8% |
| 10Y | +177.5% | -55.3% | +232.8% | +198.9% |
| All | +3,457.3% | +120.2% | +3,337.1% | +1,395.1% |
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