-61.5%
DOCS vs NSC
+20.4%
-81.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.6% |
| 7D | -1.4% | -5.5% | +4.1% | -2.9% |
| 30D | +21.8% | -3.2% | +25.0% | +20.8% |
| 3M | +27.3% | +7.7% | +19.6% | +28.5% |
| 6M | -0.3% | +4.5% | -4.9% | +2.1% |
| YTD | -40.5% | +15.6% | -56.1% | -40.9% |
| 1Y | -61.5% | +19.8% | -81.4% | -61.1% |
| All | -61.5% | +20.4% | -81.9% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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