-70.4%
FIS vs DOCS
-54.0%
-16.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.7% |
| 7D | -21.2% | -1.3% | -19.8% | -21.2% |
| 30D | -12.1% | +19.4% | -31.5% | -14.3% |
| 3M | -30.6% | +53.4% | -84.0% | -34.9% |
| 6M | -35.5% | +28.8% | -64.2% | -38.5% |
| YTD | -54.4% | -25.1% | -29.3% | -53.8% |
| 1Y | -52.9% | -48.1% | -4.7% | -50.3% |
| 3Y | -38.7% | +51.4% | -90.0% | -46.0% |
| 5Y | -70.4% | -51.1% | -19.3% | -71.9% |
| All | -70.4% | -54.0% | -16.5% | -71.9% |
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