-51.1%
FIS vs DOCS
-47.4%
-3.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +6.3% | -30.0% | -24.4% |
| 7D | -18.4% | +1.2% | -19.6% | -18.6% |
| 30D | -11.4% | +21.3% | -32.7% | -14.1% |
| 3M | -32.0% | +58.4% | -90.4% | -36.8% |
| 6M | -35.6% | +39.3% | -74.9% | -39.5% |
| YTD | -53.8% | -21.7% | -32.1% | -55.6% |
| 1Y | -51.1% | -47.3% | -3.7% | -52.2% |
| All | -51.1% | -47.4% | -3.6% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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