+324.3%
DOCN vs NSC
+70.9%
+253.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.5% |
| 7D | +1.1% | -5.5% | +6.6% | +4.3% |
| 30D | -9.6% | -3.2% | -6.4% | -8.2% |
| 3M | -37.7% | +7.7% | -45.4% | -41.3% |
| 6M | +115.2% | +4.5% | +110.7% | +105.0% |
| YTD | +133.7% | +15.6% | +118.2% | +105.9% |
| 1Y | +250.2% | +19.8% | +230.3% | +198.8% |
| All | +324.3% | +70.9% | +253.3% | +155.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling