-50.3%
DOCS vs NSC
+39.2%
-89.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.0% |
| 7D | -1.4% | -5.5% | +4.1% | +0.8% |
| 30D | +21.8% | -3.2% | +25.0% | +23.1% |
| 3M | +27.3% | +7.7% | +19.6% | +22.6% |
| 6M | -0.3% | +4.5% | -4.9% | -3.6% |
| YTD | -40.5% | +15.6% | -56.1% | -45.4% |
| 1Y | -61.5% | +19.8% | -81.4% | -65.3% |
| 3Y | +8.2% | +70.1% | -61.9% | -22.8% |
| 5Y | -73.4% | +46.1% | -119.5% | -81.0% |
| All | -50.3% | +39.2% | -89.5% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling