-36.8%
FISV vs DOC
-20.0%
-16.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +8.4% | +4.3% | +4.1% | +6.8% |
| 30D | +38.8% | +9.2% | +29.6% | +34.6% |
| 3M | +21.3% | -0.8% | +22.1% | +21.4% |
| 6M | +14.1% | +7.1% | +7.0% | +11.0% |
| YTD | -5.7% | +34.0% | -39.7% | -16.5% |
| 1Y | -0.8% | +23.2% | -23.9% | -9.2% |
| 3Y | -47.9% | +53.6% | -101.5% | -57.2% |
| 5Y | -36.8% | -20.4% | -16.4% | -27.1% |
| All | -36.8% | -20.0% | -16.9% | -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