-52.2%
FIS vs DBX
+22.6%
-74.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | -7.9% | +2.1% | -10.0% | -8.4% |
| 30D | -8.0% | +5.7% | -13.7% | -9.3% |
| 3M | +0.6% | +31.8% | -31.2% | -6.2% |
| 6M | -22.2% | +37.5% | -59.7% | -28.8% |
| YTD | -40.8% | +27.9% | -68.7% | -44.8% |
| 1Y | -41.5% | +15.0% | -56.6% | -44.2% |
| 3Y | -25.5% | +27.2% | -52.7% | -32.7% |
| 5Y | -64.8% | +12.8% | -77.6% | -68.2% |
| All | -52.2% | +22.6% | -74.8% | -62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling