-77.7%
FIS vs DOCS
-20.2%
-57.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.5% |
| 7D | -29.4% | 0.0% | -29.4% | -29.6% |
| 30D | -16.7% | +7.8% | -24.5% | -17.6% |
| 3M | -33.0% | +20.0% | -52.9% | -34.6% |
| 6M | -33.3% | +26.5% | -59.9% | -35.9% |
| YTD | -56.0% | -25.8% | -30.2% | -55.5% |
| 1Y | -54.6% | -39.5% | -15.1% | -53.2% |
| 3Y | -40.6% | +60.3% | -101.0% | -46.4% |
| 5Y | -71.9% | -57.0% | -14.9% | -73.1% |
| All | -77.7% | -20.2% | -57.5% | -78.8% |
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