-55.5%
FIS vs DG
+119.6%
-175.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -27.4% | +5.2% | -32.6% | -28.6% |
| 30D | -16.8% | +7.9% | -24.8% | -18.7% |
| 3M | -32.6% | +12.7% | -45.4% | -34.8% |
| 6M | -33.4% | +22.4% | -55.8% | -36.8% |
| YTD | -56.0% | +5.4% | -61.5% | -57.1% |
| 1Y | -55.1% | +39.4% | -94.5% | -58.8% |
| 3Y | -41.4% | +24.1% | -65.5% | -47.3% |
| 5Y | -72.7% | -32.2% | -40.5% | -71.5% |
| 10Y | -55.5% | +111.8% | -167.3% | -65.0% |
| All | -55.5% | +119.6% | -175.0% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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