-38.8%
FIS vs DAR
+33.7%
-72.5%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.0% | +4.0% |
| 7D | +2.8% | +11.6% | -8.7% | +1.6% |
| 30D | -16.7% | -10.2% | -6.5% | -15.9% |
| 3M | -32.3% | -14.8% | -17.5% | -31.4% |
| 6M | -29.1% | -10.1% | -19.0% | -28.7% |
| YTD | -54.1% | +55.5% | -109.7% | -57.5% |
| 1Y | -53.7% | +61.7% | -115.4% | -57.4% |
| 3Y | -38.8% | +37.2% | -76.0% | -43.4% |
| All | -38.8% | +33.7% | -72.5% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling