+70.5%
DOCN vs FIS
-76.7%
+147.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.8% | +3.1% |
| 7D | -19.2% | -25.5% | +6.3% | -12.8% |
| 30D | -43.1% | -15.1% | -28.0% | -41.3% |
| 3M | -40.7% | -32.1% | -8.6% | -35.0% |
| 6M | -55.0% | -36.1% | -18.9% | -50.5% |
| YTD | +50.6% | -55.4% | +106.0% | +92.6% |
| 1Y | +54.0% | -53.9% | +107.8% | +93.7% |
| 3Y | +203.9% | -39.8% | +243.7% | +226.1% |
| 5Y | -29.4% | -71.1% | +41.7% | +2.3% |
| All | +70.5% | -76.7% | +147.3% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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