-41.0%
FIS vs DRI
+4.8%
-45.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -5.5% |
| 7D | -3.5% | -1.2% | -2.2% | -3.2% |
| 30D | -7.8% | -0.4% | -7.4% | -7.9% |
| 3M | +0.8% | +9.5% | -8.7% | -1.1% |
| 6M | -21.9% | +6.5% | -28.4% | -23.2% |
| YTD | -39.5% | +18.4% | -57.9% | -41.6% |
| 1Y | -41.0% | +4.2% | -45.2% | -41.3% |
| All | -41.0% | +4.8% | -45.8% | -41.3% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling