-38.7%
DOCS vs NSC
+35.2%
-73.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -0.9% |
| 7D | -0.8% | -6.6% | +5.9% | +2.0% |
| 30D | +17.4% | +2.2% | +15.3% | +16.5% |
| 3M | +57.4% | -6.2% | +63.6% | +60.9% |
| 6M | +26.5% | +1.7% | +24.9% | +24.0% |
| YTD | -26.6% | +12.2% | -38.8% | -31.9% |
| 1Y | -48.1% | +15.4% | -63.5% | -52.5% |
| 3Y | +52.6% | +73.3% | -20.7% | +7.1% |
| 5Y | -52.1% | +24.7% | -76.8% | -60.8% |
| All | -38.7% | +35.2% | -73.8% | -52.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling