-66.1%
FIS vs DD
+59.3%
-125.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -2.6% |
| 7D | -9.1% | -3.8% | -5.3% | -8.0% |
| 30D | -10.4% | -9.2% | -1.2% | -7.7% |
| 3M | -3.7% | -9.0% | +5.3% | -1.0% |
| 6M | -24.8% | -5.0% | -19.8% | -24.7% |
| YTD | -41.6% | +7.4% | -49.0% | -44.5% |
| 1Y | -42.7% | +35.1% | -77.9% | -50.5% |
| 3Y | -26.2% | +43.2% | -69.4% | -40.5% |
| 5Y | -66.1% | +59.6% | -125.8% | -74.9% |
| All | -66.1% | +59.3% | -125.5% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling