-37.5%
FISV vs DOC
-22.1%
-15.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.2% |
| 7D | +29.4% | +6.2% | +23.2% | +26.8% |
| 30D | +38.0% | +6.5% | +31.5% | +35.0% |
| 3M | +15.9% | -6.2% | +22.2% | +18.4% |
| 6M | +9.5% | +25.6% | -16.1% | -0.2% |
| YTD | -6.6% | +32.1% | -38.7% | -16.8% |
| 1Y | -2.0% | +20.3% | -22.3% | -9.5% |
| 3Y | -47.5% | +42.7% | -90.3% | -55.5% |
| 5Y | -37.5% | -22.2% | -15.3% | -27.1% |
| All | -37.5% | -22.1% | -15.4% | -27.1% |
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