-71.1%
FIS vs DBX
+20.7%
-91.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.3% | +4.4% | +6.0% |
| 7D | +1.5% | -8.1% | +9.7% | +4.1% |
| 30D | -11.8% | -4.9% | -6.9% | -10.8% |
| 3M | -28.5% | -2.7% | -25.8% | -28.4% |
| 6M | -27.0% | +25.2% | -52.2% | -32.5% |
| YTD | -53.1% | +19.3% | -72.4% | -56.3% |
| 1Y | -52.8% | +6.6% | -59.4% | -54.5% |
| 3Y | -37.5% | +24.6% | -62.1% | -46.4% |
| 5Y | -71.1% | +23.5% | -94.6% | -76.8% |
| All | -71.1% | +20.7% | -91.8% | -76.8% |
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