+66.4%
DOCN vs FIS
-76.2%
+142.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.2% | -14.6% | -15.5% |
| 7D | -29.3% | -21.2% | -8.1% | -25.0% |
| 30D | -46.0% | -12.1% | -34.0% | -44.9% |
| 3M | -43.2% | -30.6% | -12.6% | -38.1% |
| 6M | -53.7% | -35.5% | -18.2% | -49.1% |
| YTD | +46.9% | -54.4% | +101.3% | +86.7% |
| 1Y | +54.3% | -52.9% | +107.2% | +93.1% |
| 3Y | +185.5% | -38.7% | +224.2% | +205.3% |
| 5Y | -31.1% | -70.4% | +39.3% | -0.8% |
| All | +66.4% | -76.2% | +142.6% | +109.5% |
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