-51.1%
FIS vs DOCU
+11.6%
-62.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +0.2% | -23.8% | -23.7% |
| 7D | -18.4% | -3.7% | -14.7% | -17.3% |
| 30D | -11.4% | +15.0% | -26.3% | -15.7% |
| 3M | -32.0% | +39.9% | -71.9% | -40.0% |
| 6M | -35.6% | +66.2% | -101.8% | -47.0% |
| YTD | -53.8% | +17.7% | -71.5% | -61.0% |
| 1Y | -51.1% | +13.7% | -64.8% | -58.7% |
| All | -51.1% | +11.6% | -62.7% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 1y: compounded portfolio wealth divided by compounded DOCU 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…
1y analysis · Full analysis span regression · 6 months rolling