-18.5%
FIS vs DOCU
+33.7%
-52.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -1.6% |
| 7D | +1.1% | +6.9% | -5.8% | -0.2% |
| 30D | -2.2% | +19.0% | -21.2% | -5.5% |
| 3M | +2.1% | +34.3% | -32.2% | -3.6% |
| 6M | -14.7% | +48.0% | -62.7% | -20.8% |
| YTD | -35.7% | 0.0% | -35.7% | -37.7% |
| 1Y | -37.1% | -10.3% | -26.8% | -38.5% |
| All | -18.5% | +33.7% | -52.2% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling