+103.1%
DOCN vs FIS
-76.1%
+179.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.2% | -8.3% | -5.3% |
| 7D | +19.1% | +2.8% | +16.3% | +18.0% |
| 30D | -21.0% | -16.7% | -4.3% | -18.1% |
| 3M | -34.7% | -32.3% | -2.5% | -28.3% |
| 6M | -45.8% | -29.1% | -16.7% | -42.3% |
| YTD | +79.4% | -54.1% | +133.5% | +127.2% |
| 1Y | +91.0% | -53.7% | +144.7% | +140.7% |
| 3Y | +237.5% | -38.8% | +276.3% | +261.5% |
| 5Y | -30.4% | -71.1% | +40.7% | -1.1% |
| All | +103.1% | -76.1% | +179.2% | +155.0% |
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