+203.9%
DOCN vs NWSA
+23.7%
+180.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.9% | +2.7% |
| 7D | -19.2% | -9.4% | -9.8% | -14.7% |
| 30D | -43.1% | -7.8% | -35.3% | -40.6% |
| 3M | -40.7% | -10.8% | -29.9% | -37.5% |
| 6M | -55.0% | +1.1% | -56.0% | -56.6% |
| YTD | +50.6% | +1.8% | +48.8% | +43.5% |
| 1Y | +54.0% | +6.0% | +47.9% | +41.2% |
| 3Y | +203.9% | +24.6% | +179.3% | +162.1% |
| All | +203.9% | +23.7% | +180.2% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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