+70.5%
DOCN vs NSC
+37.7%
+32.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +3.8% |
| 7D | -19.2% | -6.2% | -12.9% | -16.1% |
| 30D | -43.1% | +2.6% | -45.6% | -43.9% |
| 3M | -40.7% | -5.8% | -34.9% | -38.9% |
| 6M | -55.0% | +2.1% | -57.1% | -56.5% |
| YTD | +50.6% | +12.7% | +37.9% | +35.5% |
| 1Y | +54.0% | +15.9% | +38.1% | +35.8% |
| 3Y | +203.9% | +74.0% | +129.9% | +105.0% |
| 5Y | -29.4% | +25.2% | -54.6% | -45.5% |
| All | +70.5% | +37.7% | +32.9% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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