+225.8%
FIS vs DD
+446.4%
-220.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | -27.4% | +2.2% | -29.6% | -27.9% |
| 30D | -16.8% | +20.7% | -37.5% | -22.1% |
| 3M | -32.6% | +11.3% | -44.0% | -35.2% |
| 6M | -33.4% | +6.0% | -39.4% | -35.2% |
| YTD | -56.0% | +31.7% | -87.7% | -60.8% |
| 1Y | -55.1% | +32.2% | -87.3% | -60.0% |
| 3Y | -41.4% | +92.7% | -134.1% | -55.7% |
| 5Y | -72.7% | +72.1% | -144.8% | -78.7% |
| 10Y | -55.5% | +99.7% | -155.1% | -69.6% |
| All | +225.8% | +446.4% | -220.6% | +38.7% |
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