-35.6%
DOCN vs NSC
+23.9%
-59.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.3% | +4.2% |
| 7D | -19.2% | -6.6% | -12.5% | -15.5% |
| 30D | -43.1% | +2.2% | -45.2% | -43.8% |
| 3M | -40.7% | -6.2% | -34.5% | -38.6% |
| 6M | -55.0% | +1.7% | -56.7% | -56.6% |
| YTD | +50.6% | +12.2% | +38.4% | +34.0% |
| 1Y | +54.0% | +15.4% | +38.5% | +34.1% |
| 3Y | +203.9% | +73.3% | +130.6% | +92.2% |
| All | -35.6% | +23.9% | -59.5% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling