-69.6%
FIS vs DOC
-22.8%
-46.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +3.1% | -26.8% | -24.8% |
| 7D | -18.4% | +8.7% | -27.2% | -21.3% |
| 30D | -11.4% | +7.6% | -19.0% | -14.2% |
| 3M | -32.0% | -5.3% | -26.7% | -30.9% |
| 6M | -35.6% | +27.6% | -63.2% | -42.6% |
| YTD | -53.8% | +32.4% | -86.2% | -59.7% |
| 1Y | -51.1% | +22.9% | -73.9% | -55.9% |
| 3Y | -37.9% | +43.1% | -81.0% | -49.7% |
| 5Y | -69.6% | -21.4% | -48.2% | -65.5% |
| All | -69.6% | -22.8% | -46.7% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling