-38.3%
DOCS vs NSC
+17.7%
-56.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.2% |
| 7D | -0.6% | -3.4% | +2.9% | -1.4% |
| 30D | +6.3% | +3.6% | +2.7% | +7.9% |
| 3M | +26.5% | -1.4% | +27.9% | +26.4% |
| 6M | +24.8% | +6.0% | +18.8% | +26.7% |
| YTD | -26.8% | +15.5% | -42.3% | -25.8% |
| 1Y | -38.3% | +16.2% | -54.5% | -39.2% |
| All | -38.3% | +17.7% | -56.0% | -39.2% |
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 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