-71.4%
FIS vs DT
-43.6%
-27.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.1% |
| 7D | -25.5% | -24.7% | -0.8% | -20.5% |
| 30D | -15.1% | -27.4% | +12.3% | -8.8% |
| 3M | -32.1% | -11.1% | -21.0% | -30.9% |
| 6M | -36.1% | +13.7% | -49.7% | -39.5% |
| YTD | -55.4% | +0.2% | -55.6% | -56.6% |
| 1Y | -53.9% | -5.7% | -48.2% | -54.5% |
| 3Y | -39.8% | -8.1% | -31.6% | -41.6% |
| All | -71.4% | -43.6% | -27.8% | -71.2% |
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