-64.9%
FIS vs DBX
+6.4%
-71.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.0% | -5.0% |
| 7D | -3.5% | -1.3% | -2.1% | -3.0% |
| 30D | -7.8% | -2.9% | -5.0% | -7.0% |
| 3M | +0.8% | +23.8% | -23.0% | -5.6% |
| 6M | -21.9% | +26.2% | -48.1% | -27.9% |
| YTD | -39.5% | +21.6% | -61.1% | -43.5% |
| 1Y | -41.0% | +11.4% | -52.4% | -43.7% |
| 3Y | -23.6% | +21.3% | -44.9% | -32.5% |
| All | -64.9% | +6.4% | -71.3% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling