-55.3%
FIS vs DAR
+288.2%
-343.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.0% | -2.5% |
| 7D | -29.4% | -2.8% | -26.7% | -28.8% |
| 30D | -16.7% | -12.8% | -3.9% | -14.0% |
| 3M | -33.0% | -11.6% | -21.4% | -31.3% |
| 6M | -33.3% | -16.8% | -16.6% | -31.0% |
| YTD | -56.0% | +45.9% | -101.9% | -60.9% |
| 1Y | -54.6% | +61.5% | -116.1% | -60.8% |
| 3Y | -40.6% | +23.0% | -63.6% | -47.3% |
| 5Y | -71.9% | -35.8% | -36.1% | -70.8% |
| 10Y | -55.3% | +280.4% | -335.7% | -74.6% |
| All | -55.3% | +288.2% | -343.6% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling