-51.1%
DOCS vs NSC
+26.9%
-78.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.3% | 0.0% | -2.7% |
| 7D | -1.3% | -3.8% | +2.4% | +0.1% |
| 30D | +19.4% | +4.1% | +15.3% | +17.7% |
| 3M | +53.4% | -3.3% | +56.7% | +54.9% |
| 6M | +28.8% | +5.9% | +22.9% | +24.3% |
| YTD | -25.1% | +15.5% | -40.6% | -31.0% |
| 1Y | -48.1% | +19.3% | -67.5% | -53.0% |
| 3Y | +51.4% | +79.0% | -27.7% | +6.2% |
| 5Y | -51.1% | +28.3% | -79.4% | -62.1% |
| All | -51.1% | +26.9% | -78.0% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling