+60.1%
DOCN vs FIS
-62.1%
+122.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.2% |
| 7D | +1.1% | +1.1% | 0.0% | +0.7% |
| 30D | -9.6% | -2.2% | -7.4% | -9.2% |
| 3M | -37.7% | +2.1% | -39.8% | -39.5% |
| 6M | +115.2% | -14.7% | +129.9% | +123.9% |
| YTD | +133.7% | -35.7% | +169.4% | +178.9% |
| 1Y | +250.2% | -37.1% | +287.2% | +321.1% |
| 3Y | +320.3% | -20.0% | +340.3% | +326.4% |
| All | +60.1% | -62.1% | +122.2% | +149.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling