-51.1%
FIS vs DBX
+22.5%
-73.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +3.3% | -26.9% | -24.4% |
| 7D | -18.4% | -1.1% | -17.3% | -18.2% |
| 30D | -11.4% | +5.0% | -16.4% | -12.6% |
| 3M | -32.0% | +4.6% | -36.6% | -32.9% |
| 6M | -35.6% | +43.9% | -79.5% | -40.4% |
| YTD | -53.8% | +29.9% | -83.6% | -57.2% |
| 1Y | -51.1% | +24.6% | -75.7% | -54.9% |
| All | -51.1% | +22.5% | -73.6% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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