-55.1%
FIS vs DT
-8.6%
-46.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | -27.4% | -7.5% | -19.9% | -26.1% |
| 30D | -16.8% | -31.5% | +14.7% | -10.0% |
| 3M | -32.6% | -14.0% | -18.6% | -31.7% |
| 6M | -33.4% | +6.9% | -40.3% | -37.3% |
| YTD | -56.0% | +0.3% | -56.4% | -58.6% |
| 1Y | -55.1% | -6.9% | -48.2% | -57.1% |
| All | -55.1% | -8.6% | -46.5% | -57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling