+27.4%
FISV vs DOC
+21.2%
+6.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | +1.4% | -0.9% | +2.3% | +1.8% |
| 30D | +38.4% | +7.7% | +30.7% | +34.4% |
| 3M | +14.9% | -2.0% | +16.9% | +15.7% |
| 6M | +21.8% | +5.9% | +15.9% | +18.5% |
| YTD | -5.0% | +31.8% | -36.9% | -16.7% |
| 1Y | -1.2% | +22.5% | -23.7% | -10.7% |
| 3Y | -47.5% | +54.7% | -102.3% | -57.9% |
| 5Y | -36.7% | -21.3% | -15.4% | -32.2% |
| All | +27.4% | +21.2% | +6.2% | +14.7% |
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