+226.1%
FIS vs DD
+440.3%
-214.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.9% | -7.2% | -3.3% |
| 7D | -29.4% | +9.8% | -39.2% | -31.7% |
| 30D | -16.7% | +19.3% | -36.1% | -21.7% |
| 3M | -33.0% | +9.4% | -42.3% | -35.2% |
| 6M | -33.3% | +4.8% | -38.1% | -34.9% |
| YTD | -56.0% | +30.2% | -86.2% | -60.6% |
| 1Y | -54.6% | +32.2% | -86.8% | -59.6% |
| 3Y | -40.6% | +93.1% | -133.7% | -55.2% |
| 5Y | -71.9% | +68.0% | -139.9% | -77.9% |
| 10Y | -55.3% | +98.5% | -153.8% | -69.4% |
| All | +226.1% | +440.3% | -214.2% | +39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling