-48.1%
DOCS vs NXT
-5.9%
-42.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.3% | -7.4% | -1.9% |
| 7D | -0.8% | +32.2% | -33.0% | +0.1% |
| 30D | +17.4% | +21.9% | -4.5% | +18.1% |
| 3M | +57.4% | +6.6% | +50.8% | +57.2% |
| 6M | +26.5% | -16.8% | +43.3% | +23.6% |
| YTD | -26.6% | +20.4% | -47.0% | -31.6% |
| 1Y | -48.1% | -1.5% | -46.5% | -48.5% |
| All | -48.1% | -5.9% | -42.2% | -48.5% |
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