-62.2%
FIS vs DRI
+72.9%
-135.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | -2.2% | +3.8% | -6.1% | -3.7% |
| 3M | +2.1% | +13.0% | -10.9% | -2.4% |
| 6M | -14.7% | +8.3% | -23.0% | -17.6% |
| YTD | -35.7% | +20.6% | -56.3% | -40.5% |
| 1Y | -37.1% | +6.5% | -43.5% | -39.2% |
| 3Y | -20.0% | +53.7% | -73.7% | -34.2% |
| All | -62.2% | +72.9% | -135.1% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling