-63.1%
FIS vs DOCU
+107.7%
-170.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.2% |
| 3M | -30.6% | +37.3% | -67.9% | -34.4% |
| 6M | -35.5% | +63.1% | -98.6% | -40.9% |
| YTD | -54.4% | +15.4% | -69.7% | -56.0% |
| 1Y | -52.9% | +11.3% | -64.2% | -54.4% |
| 3Y | -38.7% | +92.1% | -130.7% | -47.5% |
| 5Y | -70.4% | -70.5% | +0.1% | -69.5% |
| All | -63.1% | +107.7% | -170.8% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling