-52.4%
FIS vs DD
+97.1%
-149.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.4% |
| 7D | +2.8% | +5.0% | -2.1% | +1.1% |
| 30D | -16.7% | +19.7% | -36.4% | -21.7% |
| 3M | -32.3% | +7.2% | -39.5% | -34.0% |
| 6M | -29.1% | +1.0% | -30.1% | -29.8% |
| YTD | -54.1% | +29.1% | -83.2% | -59.0% |
| 1Y | -53.7% | +28.5% | -82.2% | -58.6% |
| 3Y | -38.8% | +89.4% | -128.3% | -54.4% |
| 5Y | -71.1% | +67.1% | -138.2% | -77.7% |
| All | -52.4% | +97.1% | -149.5% | -68.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling