-42.0%
FISV vs DOCS
-21.0%
-21.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.4% |
| 7D | +25.7% | -0.8% | +26.5% | +25.8% |
| 30D | +38.8% | +17.4% | +21.4% | +36.7% |
| 3M | +16.2% | +57.4% | -41.1% | +11.1% |
| 6M | +12.1% | +26.5% | -14.5% | +8.8% |
| YTD | -6.4% | -26.6% | +20.2% | -5.3% |
| 1Y | +2.0% | -48.1% | +50.1% | +5.9% |
| 3Y | -47.4% | +52.6% | -100.1% | -51.7% |
| 5Y | -37.3% | -52.1% | +14.7% | -40.0% |
| All | -42.0% | -21.0% | -21.0% | -44.7% |
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