-54.2%
DOCS vs NDAQ
+60.8%
-115.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | -0.8% | +0.8% | -1.6% | -1.3% |
| 30D | +17.4% | +16.5% | +0.9% | +5.1% |
| 3M | +57.4% | +13.5% | +43.9% | +43.4% |
| 6M | +26.5% | +20.9% | +5.6% | +9.3% |
| YTD | -26.6% | +11.4% | -38.0% | -32.9% |
| 1Y | -48.1% | +25.9% | -74.0% | -56.8% |
| 3Y | +52.6% | +119.9% | -67.2% | -20.1% |
| All | -54.2% | +60.8% | -115.0% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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