-61.4%
NKE vs DOC
+44.2%
-105.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.1% | -2.7% |
| 7D | -0.2% | +6.5% | -6.7% | -2.0% |
| 30D | +12.3% | +9.2% | +3.1% | +9.5% |
| 3M | -7.1% | -2.5% | -4.6% | -6.6% |
| 6M | -10.3% | +7.1% | -17.4% | -12.2% |
| YTD | -37.8% | +33.0% | -70.8% | -43.2% |
| 1Y | -35.6% | +23.3% | -58.9% | -39.8% |
| 3Y | -61.4% | +44.9% | -106.4% | -65.6% |
| All | -61.4% | +44.2% | -105.6% | -65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling