-64.5%
FIS vs DBX
+15.6%
-80.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.1% | -7.2% | -6.4% |
| 7D | -3.5% | -6.3% | +2.8% | -2.0% |
| 30D | -19.4% | -5.9% | -13.6% | -18.4% |
| 3M | -31.6% | -0.4% | -31.2% | -31.9% |
| 6M | -32.5% | +29.8% | -62.4% | -37.2% |
| YTD | -56.0% | +20.5% | -76.5% | -58.5% |
| 1Y | -55.5% | +8.7% | -64.2% | -57.1% |
| 3Y | -41.3% | +25.9% | -67.2% | -47.1% |
| 5Y | -72.3% | +24.2% | -96.4% | -75.5% |
| All | -64.5% | +15.6% | -80.0% | -71.7% |
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