+230.6%
FIS vs DRI
+2,752.5%
-2,521.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.9% |
| 7D | -25.5% | +2.8% | -28.3% | -26.5% |
| 30D | -15.1% | +13.3% | -28.3% | -18.8% |
| 3M | -32.1% | +8.2% | -40.3% | -34.3% |
| 6M | -36.1% | +17.5% | -53.6% | -40.0% |
| YTD | -55.4% | +26.9% | -82.3% | -59.3% |
| 1Y | -53.9% | +31.6% | -85.4% | -58.5% |
| 3Y | -39.8% | +67.0% | -106.7% | -50.7% |
| 5Y | -71.1% | +72.9% | -144.0% | -76.9% |
| 10Y | -53.8% | +371.3% | -425.1% | -75.9% |
| All | +230.6% | +2,752.5% | -2,521.9% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling