-25.8%
FISV vs DOCU
+80.0%
-105.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.1% |
| 7D | -0.3% | +6.9% | -7.2% | -1.4% |
| 30D | -2.1% | +19.0% | -21.0% | -4.9% |
| 3M | -5.7% | +34.3% | -40.0% | -10.4% |
| 6M | -15.3% | +48.0% | -63.3% | -20.8% |
| YTD | -21.1% | 0.0% | -21.1% | -21.9% |
| 1Y | -61.1% | -10.3% | -50.8% | -60.9% |
| 3Y | -56.8% | +32.4% | -89.2% | -60.1% |
| 5Y | -54.2% | -77.9% | +23.8% | -49.9% |
| All | -25.8% | +80.0% | -105.9% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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