-51.1%
FIS vs D
+23.9%
-75.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +4.4% | -28.1% | -23.0% |
| 7D | -18.4% | +8.5% | -26.9% | -17.8% |
| 30D | -11.4% | +14.3% | -25.7% | -10.7% |
| 3M | -32.0% | +1.8% | -33.8% | -31.8% |
| 6M | -35.6% | +13.0% | -48.6% | -34.9% |
| YTD | -53.8% | +22.7% | -76.5% | -52.0% |
| 1Y | -51.1% | +22.6% | -73.7% | -49.3% |
| All | -51.1% | +23.9% | -75.0% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling