-71.4%
FIS vs DOCS
-51.8%
-19.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.0% |
| 7D | -25.5% | -0.8% | -24.7% | -25.6% |
| 30D | -15.1% | +17.4% | -32.5% | -17.1% |
| 3M | -32.1% | +57.4% | -89.5% | -36.6% |
| 6M | -36.1% | +26.5% | -62.6% | -38.9% |
| YTD | -55.4% | -26.6% | -28.8% | -54.7% |
| 1Y | -53.9% | -48.1% | -5.8% | -51.4% |
| 3Y | -39.8% | +52.6% | -92.4% | -47.0% |
| All | -71.4% | -51.8% | -19.5% | -72.8% |
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 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