-49.0%
FISV vs DOCN
+74.7%
-123.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | +0.1% |
| 7D | +25.7% | -19.2% | +44.9% | +26.9% |
| 30D | +38.8% | -43.1% | +81.8% | +42.5% |
| 3M | +16.2% | -40.7% | +56.9% | +18.5% |
| 6M | +12.1% | -55.0% | +67.0% | +15.7% |
| YTD | -6.4% | +50.6% | -57.0% | -15.8% |
| 1Y | +2.0% | +54.0% | -51.9% | -8.6% |
| 3Y | -47.4% | +203.9% | -251.3% | -57.6% |
| 5Y | -37.3% | -29.4% | -8.0% | -46.7% |
| All | -49.0% | +74.7% | -123.6% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling