-60.5%
NKE vs DOC
+43.2%
-103.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.2% |
| 7D | +3.0% | +6.2% | -3.3% | +1.2% |
| 30D | +14.3% | +6.5% | +7.8% | +12.3% |
| 3M | -5.8% | -6.2% | +0.4% | -4.3% |
| 6M | -6.3% | +25.6% | -31.9% | -12.6% |
| YTD | -36.3% | +32.1% | -68.3% | -41.7% |
| 1Y | -34.2% | +20.3% | -54.5% | -38.1% |
| All | -60.5% | +43.2% | -103.6% | -64.7% |
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