-67.4%
FIS vs DOCS
-36.0%
-31.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.8% | -0.6% |
| 7D | +1.1% | -1.4% | +2.5% | +1.2% |
| 30D | -2.2% | +21.8% | -24.0% | -4.8% |
| 3M | +2.1% | +27.3% | -25.2% | -1.0% |
| 6M | -14.7% | -0.3% | -14.3% | -15.6% |
| YTD | -35.7% | -40.5% | +4.8% | -33.2% |
| 1Y | -37.1% | -61.5% | +24.5% | -32.0% |
| 3Y | -20.0% | +8.2% | -28.2% | -24.5% |
| 5Y | -62.1% | -73.4% | +11.3% | -62.6% |
| All | -67.4% | -36.0% | -31.4% | -68.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling