-62.2%
FIS vs DOC
-24.5%
-37.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.4% |
| 3M | +2.1% | +6.9% | -4.7% | -0.6% |
| 6M | -14.7% | +20.7% | -35.4% | -21.8% |
| YTD | -35.7% | +34.1% | -69.9% | -44.0% |
| 1Y | -37.1% | +22.6% | -59.7% | -43.0% |
| 3Y | -20.0% | +20.8% | -40.8% | -28.4% |
| All | -62.2% | -24.5% | -37.7% | -57.1% |
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 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