+8.9%
DOCS vs NXT
+98.3%
-89.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.0% | -2.9% |
| 7D | -1.4% | -1.1% | -0.3% | -1.4% |
| 30D | +21.8% | -15.3% | +37.2% | +23.3% |
| 3M | +27.3% | -43.8% | +71.1% | +31.7% |
| 6M | -0.3% | -18.7% | +18.3% | -1.2% |
| YTD | -40.5% | -3.0% | -37.5% | -42.8% |
| 1Y | -61.5% | +22.7% | -84.3% | -64.3% |
| All | +8.9% | +98.3% | -89.3% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling