-47.3%
DOCS vs NXT
+10.5%
-57.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +11.1% | -4.8% | +6.6% |
| 7D | +1.2% | +30.0% | -28.8% | +2.1% |
| 30D | +21.3% | +28.6% | -7.3% | +22.4% |
| 3M | +58.4% | +8.4% | +50.0% | +58.3% |
| 6M | +39.3% | -8.7% | +48.0% | +36.7% |
| YTD | -21.7% | +22.5% | -44.2% | -25.7% |
| 1Y | -47.3% | +6.9% | -54.2% | -48.9% |
| All | -47.3% | +10.5% | -57.8% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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