-37.1%
DOCS vs NI
+121.3%
-158.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +2.6% | +4.3% | -1.8% | +1.7% |
| 30D | +11.4% | +12.4% | -0.9% | +9.1% |
| 3M | +25.4% | +10.2% | +15.2% | +23.1% |
| 6M | +42.5% | -0.8% | +43.3% | +42.6% |
| YTD | -24.7% | +13.2% | -37.9% | -27.8% |
| 1Y | -32.9% | +10.1% | -43.0% | -35.2% |
| 3Y | +39.6% | +103.1% | -63.5% | +14.9% |
| 5Y | -54.6% | +115.5% | -170.2% | -59.9% |
| All | -37.1% | +121.3% | -158.4% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling