-38.4%
FIS vs DOCU
+91.1%
-129.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.9% |
| 7D | -21.2% | -3.2% | -18.0% | -20.7% |
| 30D | -12.1% | +15.7% | -27.7% | -14.4% |
| 3M | -30.6% | +37.3% | -67.9% | -34.6% |
| 6M | -35.5% | +63.1% | -98.6% | -41.1% |
| YTD | -54.4% | +15.4% | -69.7% | -57.0% |
| 1Y | -52.9% | +11.3% | -64.2% | -55.5% |
| All | -38.4% | +91.1% | -129.5% | -48.4% |
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