-51.1%
DOCS vs NDAQ
+60.9%
-112.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | -2.4% |
| 7D | -1.3% | +1.2% | -2.5% | -2.1% |
| 30D | +19.4% | +15.8% | +3.6% | +7.4% |
| 3M | +53.4% | +13.4% | +40.0% | +39.9% |
| 6M | +28.8% | +20.9% | +7.9% | +11.3% |
| YTD | -25.1% | +11.1% | -36.2% | -31.4% |
| 1Y | -48.1% | +26.5% | -74.7% | -57.1% |
| 3Y | +51.4% | +121.5% | -70.1% | -21.2% |
| 5Y | -51.1% | +61.3% | -112.4% | -69.8% |
| All | -51.1% | +60.9% | -112.0% | -69.8% |
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