-43.3%
FISV vs DOCS
-19.4%
-24.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.8% |
| 7D | -2.0% | +0.1% | -2.0% | -2.0% |
| 30D | +31.8% | +8.7% | +23.1% | +30.8% |
| 3M | +19.3% | +32.9% | -13.6% | +16.2% |
| 6M | +12.1% | +25.5% | -13.5% | +8.9% |
| YTD | -8.4% | -25.0% | +16.6% | -7.5% |
| 1Y | -4.5% | -34.9% | +30.4% | -2.5% |
| 3Y | -49.4% | +39.3% | -88.7% | -53.0% |
| 5Y | -39.0% | -54.8% | +15.8% | -41.6% |
| All | -43.3% | -19.4% | -24.0% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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