-54.3%
FIS vs DRI
+330.2%
-384.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.7% | -6.0% |
| 7D | -3.5% | -0.3% | -3.2% | -3.4% |
| 30D | -19.4% | +10.8% | -30.3% | -22.5% |
| 3M | -31.6% | +0.9% | -32.5% | -32.3% |
| 6M | -32.5% | +16.3% | -48.9% | -36.5% |
| YTD | -56.0% | +27.8% | -83.7% | -60.1% |
| 1Y | -55.5% | +33.9% | -89.4% | -60.4% |
| 3Y | -41.3% | +67.2% | -108.5% | -52.4% |
| 5Y | -72.3% | +79.0% | -151.2% | -78.3% |
| All | -54.3% | +330.2% | -384.4% | -72.8% |
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