-63.9%
FIS vs DOCU
+104.2%
-168.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.6% | -2.0% |
| 7D | -25.5% | -5.5% | -19.9% | -24.7% |
| 30D | -15.1% | +12.6% | -27.7% | -16.8% |
| 3M | -32.1% | +36.4% | -68.5% | -35.7% |
| 6M | -36.1% | +66.8% | -102.9% | -41.6% |
| YTD | -55.4% | +13.5% | -68.9% | -56.9% |
| 1Y | -53.9% | +11.3% | -65.2% | -55.3% |
| 3Y | -39.8% | +92.1% | -131.8% | -48.5% |
| 5Y | -71.1% | -71.0% | -0.1% | -70.1% |
| All | -63.9% | +104.2% | -168.2% | -75.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling