-10.7%
DOCS vs NXT
+246.1%
-256.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.3% | -7.4% | -2.5% |
| 7D | -0.8% | +32.2% | -33.0% | -3.2% |
| 30D | +17.4% | +21.9% | -4.5% | +15.2% |
| 3M | +57.4% | +6.6% | +50.8% | +56.2% |
| 6M | +26.5% | -16.8% | +43.3% | +26.6% |
| YTD | -26.6% | +20.4% | -47.0% | -31.1% |
| 1Y | -48.1% | -1.5% | -46.5% | -49.9% |
| 3Y | +52.6% | +182.4% | -129.8% | +18.2% |
| All | -10.7% | +246.1% | -256.8% | -38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling