+26.4%
FISV vs DOC
+21.1%
+5.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.3% |
| 7D | +22.3% | +5.9% | +16.5% | +19.6% |
| 30D | +39.2% | +10.3% | +28.9% | +33.9% |
| 3M | +21.2% | -2.2% | +23.4% | +22.1% |
| 6M | +14.5% | +8.2% | +6.3% | +10.4% |
| YTD | -5.4% | +35.4% | -40.8% | -17.8% |
| 1Y | -0.3% | +23.6% | -23.9% | -10.2% |
| 3Y | -46.8% | +57.3% | -104.1% | -57.5% |
| 5Y | -36.2% | -19.6% | -16.6% | -32.3% |
| 10Y | +26.4% | +20.8% | +5.6% | +12.5% |
| All | +26.4% | +21.1% | +5.3% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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