-37.4%
DOCS vs NI
+120.1%
-157.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.2% |
| 7D | +0.1% | +3.1% | -3.0% | -0.5% |
| 30D | +8.7% | +11.2% | -2.5% | +6.6% |
| 3M | +32.9% | +9.8% | +23.0% | +30.6% |
| 6M | +25.5% | -1.6% | +27.1% | +25.8% |
| YTD | -25.0% | +12.6% | -37.7% | -28.0% |
| 1Y | -34.9% | +7.8% | -42.6% | -36.6% |
| 3Y | +39.3% | +100.5% | -61.2% | +15.0% |
| 5Y | -54.8% | +114.4% | -169.2% | -60.0% |
| All | -37.4% | +120.1% | -157.5% | -45.3% |
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