-17.4%
FIS vs DRI
+60.6%
-78.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | -2.2% | +3.8% | -6.1% | -3.3% |
| 3M | +2.1% | +13.0% | -10.9% | -1.2% |
| 6M | -14.7% | +8.3% | -23.0% | -16.8% |
| YTD | -35.7% | +20.6% | -56.3% | -39.2% |
| 1Y | -37.1% | +6.5% | -43.5% | -38.5% |
| All | -17.4% | +60.6% | -78.0% | -30.5% |
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