-26.5%
FIS vs DBX
+23.5%
-50.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.3% | -5.7% | -3.9% |
| 7D | -9.1% | +0.3% | -9.3% | -9.1% |
| 30D | -10.4% | 0.0% | -10.4% | -10.4% |
| 3M | -3.7% | +26.1% | -29.8% | -7.9% |
| 6M | -24.8% | +29.4% | -54.1% | -28.6% |
| YTD | -41.6% | +24.4% | -66.0% | -44.2% |
| 1Y | -42.7% | +10.9% | -53.6% | -44.4% |
| All | -26.5% | +23.5% | -50.0% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling