+52.6%
DOCS vs NSC
+74.1%
-21.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.4% |
| 7D | -0.8% | -6.6% | +5.9% | +0.6% |
| 30D | +17.4% | +2.2% | +15.3% | +17.0% |
| 3M | +57.4% | -6.2% | +63.6% | +59.3% |
| 6M | +26.5% | +1.7% | +24.9% | +25.0% |
| YTD | -26.6% | +12.2% | -38.8% | -30.1% |
| 1Y | -48.1% | +15.4% | -63.5% | -51.0% |
| 3Y | +52.6% | +73.3% | -20.7% | -5.1% |
| All | +52.6% | +74.1% | -21.4% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling