+2.2%
FISV vs DOC
-2.1%
+4.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.2% |
| 7D | -0.3% | -1.5% | +1.1% | +0.2% |
| 30D | -2.1% | -4.8% | +2.7% | -0.2% |
| 3M | -5.7% | +6.9% | -12.6% | -8.4% |
| 6M | -15.3% | +20.7% | -36.1% | -22.7% |
| YTD | -21.1% | +34.1% | -55.2% | -31.1% |
| 1Y | -61.1% | +22.6% | -83.7% | -64.5% |
| 3Y | -56.8% | +20.8% | -77.7% | -61.3% |
| 5Y | -54.2% | -24.9% | -29.3% | -50.0% |
| All | +2.2% | -2.1% | +4.3% | -2.4% |
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