-13.0%
NKE vs DOC
+21.5%
-34.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.0% |
| 7D | -4.6% | 0.0% | -4.6% | -4.5% |
| 30D | +6.9% | +6.6% | +0.3% | +4.6% |
| 3M | -5.8% | -1.1% | -4.7% | -5.5% |
| 6M | -9.1% | +4.8% | -13.9% | -10.8% |
| YTD | -39.2% | +32.1% | -71.2% | -45.5% |
| 1Y | -39.2% | +21.9% | -61.1% | -44.0% |
| 3Y | -61.8% | +51.4% | -113.3% | -68.1% |
| 5Y | -75.5% | -21.2% | -54.4% | -74.3% |
| All | -13.0% | +21.5% | -34.5% | -21.6% |
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