-50.3%
DOCS vs NDAQ
+73.9%
-124.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -1.5% |
| 7D | -1.4% | -2.4% | +1.0% | +0.3% |
| 30D | +21.8% | +2.5% | +19.4% | +19.7% |
| 3M | +27.3% | +9.9% | +17.4% | +18.4% |
| 6M | -0.3% | +9.4% | -9.8% | -7.5% |
| YTD | -40.5% | +0.4% | -40.9% | -41.3% |
| 1Y | -61.5% | +4.0% | -65.6% | -63.2% |
| 3Y | +8.2% | +94.4% | -86.2% | -37.2% |
| 5Y | -73.4% | +56.7% | -130.1% | -83.4% |
| All | -50.3% | +73.9% | -124.2% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling