-48.5%
FISV vs DOCN
+88.7%
-137.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.0% | -7.0% | +0.6% |
| 7D | +22.3% | -12.8% | +35.1% | +23.0% |
| 30D | +39.2% | -41.9% | +81.1% | +42.9% |
| 3M | +21.2% | -36.9% | +58.1% | +23.3% |
| 6M | +14.5% | -52.2% | +66.7% | +18.0% |
| YTD | -5.4% | +62.7% | -68.2% | -15.3% |
| 1Y | -0.3% | +58.2% | -58.5% | -10.5% |
| 3Y | -46.8% | +219.5% | -266.3% | -57.1% |
| 5Y | -36.2% | -32.9% | -3.4% | -46.1% |
| All | -48.5% | +88.7% | -137.1% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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