-12.3%
NKE vs DOC
+15.7%
-28.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.1% | -2.7% |
| 7D | -0.2% | +6.5% | -6.7% | -2.4% |
| 30D | +12.3% | +9.2% | +3.1% | +8.9% |
| 3M | -7.1% | -2.5% | -4.6% | -6.4% |
| 6M | -10.3% | +7.1% | -17.4% | -12.7% |
| YTD | -37.8% | +33.0% | -70.8% | -44.4% |
| 1Y | -35.6% | +23.3% | -58.9% | -40.8% |
| 3Y | -61.4% | +44.9% | -106.4% | -67.2% |
| 5Y | -76.2% | -21.6% | -54.6% | -75.0% |
| All | -12.3% | +15.7% | -28.0% | -21.3% |
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