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  • FIS vs DRI✓SelectedUSD · DRIFIS vs DRI performance historyLatest closeAs of-1.36%11/09
Stock and ETF performance explorer

FIS vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-55.3%
DRI return
+370.8%
Excess return
-426.1%
Maximum drawdown
-79.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D-1.4%+1.5%-2.9%-1.8%
7D-29.4%+3.1%-32.5%-30.5%
30D-16.7%+16.2%-33.0%-21.2%
3M-33.0%+8.4%-41.3%-35.2%
6M-33.3%+19.0%-52.3%-37.7%
YTD-56.0%+28.8%-84.8%-60.2%
1Y-54.6%+33.1%-87.7%-59.4%
3Y-40.6%+70.8%-111.4%-52.1%
5Y-71.9%+74.2%-146.2%-77.9%
10Y-55.3%+345.5%-400.8%-72.7%
All-55.3%+370.8%-426.1%-72.7%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling