-51.1%
FIS vs DD
+49.3%
-100.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -1.8% | -21.9% | -23.6% |
| 7D | -18.4% | +8.7% | -27.1% | -18.1% |
| 30D | -11.4% | +15.3% | -26.7% | -11.0% |
| 3M | -32.0% | +5.9% | -37.9% | -31.8% |
| 6M | -35.6% | +11.6% | -47.2% | -35.7% |
| YTD | -53.8% | +26.5% | -80.3% | -57.0% |
| 1Y | -51.1% | +35.4% | -86.5% | -56.0% |
| All | -51.1% | +49.3% | -100.4% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling