-51.1%
FIS vs DRI
+34.0%
-85.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +5.1% | -28.8% | -24.0% |
| 7D | -18.4% | +6.5% | -24.9% | -19.0% |
| 30D | -11.4% | +16.4% | -27.8% | -13.5% |
| 3M | -32.0% | +13.6% | -45.6% | -33.5% |
| 6M | -35.6% | +22.0% | -57.6% | -37.8% |
| YTD | -53.8% | +29.3% | -83.1% | -55.5% |
| 1Y | -51.1% | +32.0% | -83.1% | -53.2% |
| All | -51.1% | +34.0% | -85.1% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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