+146.8%
FIS vs DG
+606.1%
-459.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | +1.1% | +8.4% | -7.3% | -0.7% |
| 30D | -2.2% | +4.9% | -7.2% | -3.3% |
| 3M | +2.1% | +29.3% | -27.2% | -3.5% |
| 6M | -14.7% | -11.3% | -3.4% | -12.9% |
| YTD | -35.7% | +1.8% | -37.5% | -36.4% |
| 1Y | -37.1% | +25.3% | -62.4% | -40.7% |
| 3Y | -20.0% | +9.1% | -29.1% | -25.3% |
| 5Y | -62.1% | -34.9% | -27.2% | -60.5% |
| 10Y | -37.4% | +108.2% | -145.5% | -50.9% |
| All | +146.8% | +606.1% | -459.3% | +50.2% |
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