-51.2%
FISV vs DOCS
-36.0%
-15.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.7% |
| 7D | -0.3% | -1.4% | +1.1% | -0.2% |
| 30D | -2.1% | +21.8% | -23.9% | -4.1% |
| 3M | -5.7% | +27.3% | -33.0% | -8.1% |
| 6M | -15.3% | -0.3% | -15.0% | -16.1% |
| YTD | -21.1% | -40.5% | +19.4% | -18.6% |
| 1Y | -61.1% | -61.5% | +0.5% | -58.5% |
| 3Y | -56.8% | +8.2% | -65.0% | -59.1% |
| 5Y | -54.2% | -73.4% | +19.3% | -55.2% |
| All | -51.2% | -36.0% | -15.2% | -52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling