+80.1%
FIS vs DG
+632.1%
-552.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.1% | +6.6% | +6.7% |
| 7D | +1.5% | -3.0% | +4.5% | +2.1% |
| 30D | -11.8% | +8.6% | -20.4% | -13.9% |
| 3M | -28.5% | +15.0% | -43.6% | -31.1% |
| 6M | -27.0% | +32.7% | -59.7% | -31.9% |
| YTD | -53.1% | +5.5% | -58.6% | -54.2% |
| 1Y | -52.8% | +34.6% | -87.4% | -56.4% |
| 3Y | -37.5% | +24.2% | -61.7% | -43.6% |
| 5Y | -71.1% | -32.3% | -38.8% | -70.3% |
| 10Y | -52.0% | +111.1% | -163.1% | -62.7% |
| All | +80.1% | +632.1% | -552.1% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling