-37.4%
FIS vs DOC
-2.1%
-35.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.2% |
| 7D | +1.1% | -1.5% | +2.6% | +1.7% |
| 30D | -2.2% | -4.8% | +2.5% | -0.3% |
| 3M | +2.1% | +6.9% | -4.7% | -0.7% |
| 6M | -14.7% | +20.7% | -35.4% | -22.1% |
| YTD | -35.7% | +34.1% | -69.9% | -44.0% |
| 1Y | -37.1% | +22.6% | -59.7% | -43.1% |
| 3Y | -20.0% | +20.8% | -40.8% | -28.7% |
| 5Y | -62.1% | -24.9% | -37.3% | -59.0% |
| All | -37.4% | -2.1% | -35.3% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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