-37.6%
FIS vs DOC
+43.5%
-81.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +3.1% | -26.8% | -24.5% |
| 7D | -18.4% | +8.7% | -27.2% | -20.5% |
| 30D | -11.4% | +7.6% | -19.0% | -13.4% |
| 3M | -32.0% | -5.3% | -26.7% | -31.1% |
| 6M | -35.6% | +27.6% | -63.2% | -40.6% |
| YTD | -53.8% | +32.4% | -86.2% | -58.1% |
| 1Y | -51.1% | +22.9% | -73.9% | -54.4% |
| All | -37.6% | +43.5% | -81.1% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling