-48.6%
FISV vs DOCN
+91.6%
-140.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | +8.4% | -12.1% | +20.6% | +9.0% |
| 30D | +38.8% | -41.0% | +79.8% | +42.3% |
| 3M | +21.3% | -38.7% | +60.0% | +23.6% |
| 6M | +14.1% | -51.5% | +65.6% | +17.5% |
| YTD | -5.7% | +65.3% | -71.0% | -15.6% |
| 1Y | -0.8% | +53.9% | -54.7% | -10.6% |
| 3Y | -47.9% | +215.6% | -263.4% | -57.9% |
| 5Y | -36.8% | -26.2% | -10.7% | -46.6% |
| All | -48.6% | +91.6% | -140.2% | -56.3% |
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