-47.3%
DOCS vs NSC
+24.4%
-71.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +6.7% |
| 7D | +1.2% | +1.8% | -0.6% | +1.9% |
| 30D | +21.3% | +8.8% | +12.5% | +25.1% |
| 3M | +58.4% | +1.2% | +57.1% | +59.3% |
| 6M | +39.3% | +11.3% | +28.0% | +43.9% |
| YTD | -21.7% | +20.7% | -42.4% | -18.4% |
| 1Y | -47.3% | +23.4% | -70.7% | -47.0% |
| All | -47.3% | +24.4% | -71.7% | -47.0% |
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