-67.1%
NKE vs DOCN
+88.7%
-155.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +8.0% | -4.7% | +2.4% |
| 7D | +1.9% | -12.8% | +14.7% | +3.4% |
| 30D | +14.9% | -41.9% | +56.8% | +22.1% |
| 3M | -3.4% | -36.9% | +33.6% | +0.7% |
| 6M | -7.9% | -52.2% | +44.4% | -1.4% |
| YTD | -35.8% | +62.7% | -98.5% | -45.3% |
| 1Y | -32.6% | +58.2% | -90.8% | -42.5% |
| 3Y | -60.0% | +219.5% | -279.5% | -71.5% |
| 5Y | -74.9% | -32.9% | -42.0% | -79.6% |
| All | -67.1% | +88.7% | -155.7% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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