-55.3%
FIS vs DRI
+370.8%
-426.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 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