-42.7%
FIS vs DG
+17.9%
-60.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -2.8% |
| 7D | -9.1% | -4.8% | -4.2% | -7.9% |
| 30D | -10.4% | +1.8% | -12.2% | -10.8% |
| 3M | -3.7% | +14.5% | -18.2% | -6.1% |
| 6M | -24.8% | -13.6% | -11.2% | -24.6% |
| YTD | -41.6% | -4.8% | -36.7% | -42.1% |
| 1Y | -42.7% | +21.6% | -64.3% | -44.9% |
| All | -42.7% | +17.9% | -60.7% | -44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling