-74.7%
FIS vs DT
+70.5%
-145.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | -27.4% | -7.5% | -19.9% | -25.9% |
| 30D | -16.8% | -31.5% | +14.7% | -8.9% |
| 3M | -32.6% | -14.0% | -18.6% | -30.7% |
| 6M | -33.4% | +6.9% | -40.3% | -35.9% |
| YTD | -56.0% | +0.3% | -56.4% | -57.2% |
| 1Y | -55.1% | -6.9% | -48.2% | -55.4% |
| 3Y | -41.4% | -13.9% | -27.5% | -42.0% |
| 5Y | -72.7% | -39.9% | -32.7% | -71.6% |
| All | -74.7% | +70.5% | -145.3% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling