-71.9%
FIS vs DG
-32.0%
-39.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.5% | -1.7% |
| 7D | -29.4% | +0.7% | -30.1% | -29.7% |
| 30D | -16.7% | +7.4% | -24.2% | -18.0% |
| 3M | -33.0% | +8.5% | -41.5% | -34.1% |
| 6M | -33.3% | +21.9% | -55.2% | -35.7% |
| YTD | -56.0% | +4.9% | -60.9% | -56.8% |
| 1Y | -54.6% | +40.4% | -95.0% | -57.3% |
| 3Y | -40.6% | +23.5% | -64.1% | -44.9% |
| 5Y | -71.9% | -32.3% | -39.6% | -71.4% |
| All | -71.9% | -32.0% | -39.9% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling