-39.8%
FIS vs DT
-9.2%
-30.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.1% |
| 7D | -25.5% | -24.7% | -0.8% | -21.4% |
| 30D | -15.1% | -27.4% | +12.3% | -10.0% |
| 3M | -32.1% | -11.1% | -21.0% | -31.4% |
| 6M | -36.1% | +13.7% | -49.7% | -39.4% |
| YTD | -55.4% | +0.2% | -55.6% | -56.9% |
| 1Y | -53.9% | -5.7% | -48.2% | -55.0% |
| 3Y | -39.8% | -8.1% | -31.6% | -42.1% |
| All | -39.8% | -9.2% | -30.5% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling