-53.9%
FISV vs DOC
-24.5%
-29.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.1% |
| 7D | -0.3% | -1.5% | +1.1% | +0.2% |
| 30D | -2.1% | -4.8% | +2.7% | -0.5% |
| 3M | -5.7% | +6.9% | -12.6% | -8.0% |
| 6M | -15.3% | +20.7% | -36.1% | -21.5% |
| YTD | -21.1% | +34.1% | -55.2% | -29.9% |
| 1Y | -61.1% | +22.6% | -83.7% | -64.0% |
| 3Y | -56.8% | +20.8% | -77.7% | -60.2% |
| All | -53.9% | -24.5% | -29.4% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling