-38.0%
DOCS vs NI
+116.5%
-154.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.7% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | +7.8% | +11.3% | -3.5% | +5.7% |
| 3M | +20.0% | +6.5% | +13.5% | +18.6% |
| 6M | +26.5% | -2.3% | +28.8% | +26.9% |
| YTD | -25.8% | +10.8% | -36.6% | -28.5% |
| 1Y | -39.5% | +6.2% | -45.7% | -41.0% |
| 3Y | +60.3% | +98.7% | -38.3% | +32.6% |
| 5Y | -57.0% | +111.3% | -168.4% | -61.9% |
| All | -38.0% | +116.5% | -154.5% | -45.7% |
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