-47.3%
DOCS vs NI
+9.5%
-56.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.5% | +4.8% | +7.2% |
| 7D | +1.2% | +3.9% | -2.7% | +3.6% |
| 30D | +21.3% | +15.3% | +6.0% | +33.1% |
| 3M | +58.4% | +2.4% | +56.0% | +60.4% |
| 6M | +39.3% | -4.5% | +43.8% | +36.6% |
| YTD | -21.7% | +11.4% | -33.1% | -16.7% |
| 1Y | -47.3% | +8.5% | -55.8% | -45.1% |
| All | -47.3% | +9.5% | -56.8% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling