-31.7%
NKE vs DOC
+21.8%
-53.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.1% | +2.1% | +4.3% |
| 7D | +9.0% | +8.7% | +0.3% | +6.6% |
| 30D | +19.2% | +7.6% | +11.6% | +16.9% |
| 3M | -1.5% | -5.3% | +3.8% | -0.5% |
| 6M | -4.2% | +27.6% | -31.8% | -10.2% |
| YTD | -34.8% | +32.4% | -67.2% | -41.2% |
| 1Y | -31.7% | +22.9% | -54.6% | -36.8% |
| All | -31.7% | +21.8% | -53.5% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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