-65.6%
FIS vs DT
-28.6%
-37.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.1% | -2.8% | -5.1% |
| 7D | -3.5% | -4.9% | +1.4% | -2.2% |
| 30D | -7.8% | +2.7% | -10.5% | -8.6% |
| 3M | +0.8% | +20.0% | -19.1% | -4.3% |
| 6M | -21.9% | +28.0% | -49.9% | -27.7% |
| YTD | -39.5% | +16.0% | -55.5% | -42.7% |
| 1Y | -41.0% | +0.7% | -41.7% | -42.2% |
| 3Y | -23.6% | +6.2% | -29.8% | -27.9% |
| 5Y | -65.6% | -28.1% | -37.5% | -66.2% |
| All | -65.6% | -28.6% | -37.0% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling