-52.9%
FIS vs DOC
+21.7%
-74.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -21.2% | +6.2% | -27.4% | -21.8% |
| 30D | -12.1% | +6.5% | -18.5% | -12.9% |
| 3M | -30.6% | -6.2% | -24.4% | -30.0% |
| 6M | -35.5% | +25.6% | -61.1% | -36.7% |
| YTD | -54.4% | +32.1% | -86.4% | -56.1% |
| 1Y | -52.9% | +20.3% | -73.2% | -53.1% |
| All | -52.9% | +21.7% | -74.6% | -53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling