-40.9%
FIS vs DG
+102.6%
-143.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -2.8% |
| 7D | -9.1% | -4.8% | -4.2% | -8.0% |
| 30D | -10.4% | +1.8% | -12.2% | -10.8% |
| 3M | -3.7% | +14.5% | -18.2% | -6.5% |
| 6M | -24.8% | -13.6% | -11.2% | -22.7% |
| YTD | -41.6% | -4.8% | -36.7% | -41.3% |
| 1Y | -42.7% | +21.6% | -64.3% | -45.7% |
| 3Y | -26.2% | +4.5% | -30.7% | -30.5% |
| 5Y | -66.1% | -38.5% | -27.7% | -63.8% |
| 10Y | -40.9% | +102.2% | -143.1% | -53.6% |
| All | -40.9% | +102.6% | -143.5% | -53.6% |
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