-38.8%
FIS vs DRI
+68.2%
-107.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.1% |
| 7D | +2.8% | +1.1% | +1.8% | +2.6% |
| 30D | -16.7% | +9.7% | -26.4% | -18.6% |
| 3M | -32.3% | +3.2% | -35.5% | -32.9% |
| 6M | -29.1% | +20.6% | -49.6% | -32.5% |
| YTD | -54.1% | +28.3% | -82.4% | -57.2% |
| 1Y | -53.7% | +34.5% | -88.3% | -57.4% |
| 3Y | -38.8% | +66.5% | -105.4% | -47.3% |
| All | -38.8% | +68.2% | -107.1% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling