-40.6%
FIS vs DD
+90.7%
-131.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.9% | -7.2% | -2.2% |
| 7D | -29.4% | +9.8% | -39.2% | -30.3% |
| 30D | -16.7% | +19.3% | -36.1% | -18.8% |
| 3M | -33.0% | +9.4% | -42.3% | -33.8% |
| 6M | -33.3% | +4.8% | -38.1% | -33.9% |
| YTD | -56.0% | +30.2% | -86.2% | -58.5% |
| 1Y | -54.6% | +32.2% | -86.8% | -57.4% |
| 3Y | -40.6% | +93.1% | -133.7% | -54.4% |
| All | -40.6% | +90.7% | -131.3% | -54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling