-23.6%
FIS vs DG
+10.3%
-34.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.0% | -1.9% | -5.3% |
| 7D | -3.5% | -2.5% | -1.0% | -3.1% |
| 30D | -7.8% | +1.0% | -8.8% | -8.0% |
| 3M | +0.8% | +20.3% | -19.5% | -1.7% |
| 6M | -21.9% | -11.7% | -10.2% | -21.2% |
| YTD | -39.5% | -2.3% | -37.2% | -39.7% |
| 1Y | -41.0% | +20.0% | -61.0% | -42.7% |
| 3Y | -23.6% | +7.2% | -30.9% | -26.9% |
| All | -23.6% | +10.3% | -34.0% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling