+3,477.6%
DLR vs FIS
+134.7%
+3,342.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.7% | -6.6% | -2.5% |
| 7D | -2.0% | +1.5% | -3.5% | -2.7% |
| 30D | +0.5% | -11.8% | +12.4% | +2.7% |
| 3M | -4.4% | -28.5% | +24.1% | +5.7% |
| 6M | -6.4% | -27.0% | +20.6% | +1.7% |
| YTD | +19.5% | -53.1% | +72.6% | +54.2% |
| 1Y | +10.5% | -52.8% | +63.3% | +42.0% |
| 3Y | +54.0% | -37.5% | +91.5% | +69.9% |
| 5Y | +39.7% | -71.1% | +110.8% | +104.8% |
| 10Y | +189.5% | -52.0% | +241.5% | +202.8% |
| All | +3,477.6% | +134.7% | +3,342.9% | +1,365.3% |
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 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