-48.0%
FIS vs DOCU
+80.0%
-128.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -1.5% |
| 7D | +1.1% | +6.9% | -5.8% | -0.1% |
| 30D | -2.2% | +19.0% | -21.2% | -5.2% |
| 3M | +2.1% | +34.3% | -32.2% | -3.1% |
| 6M | -14.7% | +48.0% | -62.7% | -20.5% |
| YTD | -35.7% | 0.0% | -35.7% | -36.4% |
| 1Y | -37.1% | -10.3% | -26.8% | -37.0% |
| 3Y | -20.0% | +32.4% | -52.4% | -27.2% |
| 5Y | -62.1% | -77.9% | +15.8% | -59.2% |
| All | -48.0% | +80.0% | -128.1% | -63.8% |
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