+240.7%
DOCN vs FIS
-37.3%
+278.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +6.7% | +2.9% | +9.2% |
| 7D | +3.7% | +1.5% | +2.2% | +3.6% |
| 30D | -33.7% | -11.8% | -21.9% | -33.2% |
| 3M | -27.9% | -28.5% | +0.6% | -26.6% |
| 6M | -46.4% | -27.0% | -19.4% | -46.0% |
| YTD | +81.1% | -53.1% | +134.2% | +110.8% |
| 1Y | +74.3% | -52.8% | +127.1% | +102.1% |
| All | +240.7% | -37.3% | +278.0% | +186.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling