-52.9%
DOCS vs NSC
+31.3%
-84.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.0% |
| 7D | +2.6% | +2.5% | +0.1% | +1.6% |
| 30D | +11.4% | +1.7% | +9.7% | +10.7% |
| 3M | +25.4% | -2.6% | +27.9% | +26.5% |
| 6M | +42.5% | +6.4% | +36.1% | +37.3% |
| YTD | -24.7% | +15.5% | -40.2% | -30.7% |
| 1Y | -32.9% | +17.6% | -50.5% | -38.8% |
| 3Y | +39.6% | +75.0% | -35.4% | -1.1% |
| All | -52.9% | +31.3% | -84.1% | -62.4% |
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