-53.7%
FIS vs DBX
+9.0%
-62.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +2.8% | -3.3% | +6.1% | +3.5% |
| 30D | -16.7% | -5.9% | -10.9% | -15.7% |
| 3M | -32.3% | -6.7% | -25.6% | -31.4% |
| 6M | -29.1% | +28.0% | -57.0% | -33.1% |
| YTD | -54.1% | +20.6% | -74.7% | -57.1% |
| 1Y | -53.7% | +10.3% | -64.0% | -56.9% |
| All | -53.7% | +9.0% | -62.8% | -56.9% |
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