-66.1%
FIS vs DOCS
-74.0%
+7.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.3% |
| 7D | -9.1% | -8.1% | -1.0% | -8.1% |
| 30D | -10.4% | -5.6% | -4.8% | -9.8% |
| 3M | -3.7% | +18.3% | -22.0% | -6.2% |
| 6M | -24.8% | -5.1% | -19.7% | -25.2% |
| YTD | -41.6% | -45.4% | +3.8% | -38.3% |
| 1Y | -42.7% | -65.2% | +22.5% | -36.6% |
| 3Y | -26.2% | +6.6% | -32.8% | -31.3% |
| 5Y | -66.1% | -76.1% | +10.0% | -66.2% |
| All | -66.1% | -74.0% | +7.9% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling