-55.5%
FIS vs DRI
+36.6%
-92.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.7% | -6.1% |
| 7D | -3.5% | -0.3% | -3.2% | -3.5% |
| 30D | -19.4% | +10.8% | -30.3% | -20.8% |
| 3M | -31.6% | +0.9% | -32.5% | -31.7% |
| 6M | -32.5% | +16.3% | -48.9% | -34.6% |
| YTD | -56.0% | +27.8% | -83.7% | -58.2% |
| 1Y | -55.5% | +33.9% | -89.4% | -58.7% |
| All | -55.5% | +36.6% | -92.2% | -58.7% |
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 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