-11.2%
NKE vs DOC
+20.3%
-31.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.7% |
| 7D | +0.5% | +4.3% | -3.9% | -0.9% |
| 30D | +11.4% | +9.2% | +2.3% | +8.1% |
| 3M | -7.2% | -0.8% | -6.4% | -7.0% |
| 6M | -10.7% | +7.1% | -17.8% | -13.0% |
| YTD | -37.7% | +34.0% | -71.7% | -44.5% |
| 1Y | -34.3% | +23.2% | -57.5% | -39.6% |
| 3Y | -60.9% | +53.6% | -114.5% | -67.5% |
| 5Y | -74.8% | -20.4% | -54.4% | -73.7% |
| 10Y | -11.2% | +23.4% | -34.6% | -19.5% |
| All | -11.2% | +20.3% | -31.5% | -19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling