-48.1%
FIS vs DBX
+20.1%
-68.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.3% |
| 7D | +1.1% | -2.4% | +3.5% | +1.7% |
| 30D | -2.2% | -0.5% | -1.7% | -2.1% |
| 3M | +2.1% | +28.1% | -25.9% | -4.1% |
| 6M | -14.7% | +33.1% | -47.8% | -21.3% |
| YTD | -35.7% | +25.3% | -61.0% | -39.7% |
| 1Y | -37.1% | +18.3% | -55.4% | -40.4% |
| 3Y | -20.0% | +25.0% | -45.0% | -27.4% |
| 5Y | -62.1% | +7.5% | -69.7% | -65.5% |
| All | -48.1% | +20.1% | -68.2% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling