+84.2%
DOCN vs FIS
-77.1%
+161.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.4% | +9.4% | +8.4% |
| 7D | -12.8% | -29.4% | +16.6% | -4.6% |
| 30D | -41.9% | -16.7% | -25.2% | -39.8% |
| 3M | -36.9% | -33.0% | -4.0% | -30.6% |
| 6M | -52.2% | -33.3% | -18.9% | -48.2% |
| YTD | +62.7% | -56.0% | +118.7% | +108.8% |
| 1Y | +58.2% | -54.6% | +112.8% | +100.0% |
| 3Y | +219.5% | -40.6% | +260.1% | +244.8% |
| 5Y | -32.9% | -71.9% | +39.1% | -2.9% |
| All | +84.2% | -77.1% | +161.3% | +134.3% |
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