-58.7%
FISV vs DOCN
+205.3%
-264.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +12.6% | -16.7% | -4.8% |
| 7D | -1.6% | +16.3% | -17.9% | -2.6% |
| 30D | -3.0% | +2.0% | -5.0% | -3.3% |
| 3M | -3.5% | -25.2% | +21.6% | -2.3% |
| 6M | -19.4% | +132.7% | -152.1% | -28.0% |
| YTD | -24.3% | +163.3% | -187.6% | -33.5% |
| 1Y | -62.4% | +280.3% | -342.7% | -68.4% |
| 3Y | -58.2% | +371.8% | -430.0% | -66.8% |
| 5Y | -56.5% | +87.1% | -143.6% | -63.5% |
| All | -58.7% | +205.3% | -264.0% | -65.6% |
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