-75.4%
NKE vs DOCN
-32.3%
-43.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -2.8% |
| 7D | -0.2% | -19.2% | +18.9% | +2.3% |
| 30D | +12.3% | -43.1% | +55.4% | +19.8% |
| 3M | -7.1% | -40.7% | +33.6% | -2.4% |
| 6M | -10.3% | -55.0% | +44.7% | -3.2% |
| YTD | -37.8% | +50.6% | -88.5% | -47.1% |
| 1Y | -35.6% | +54.0% | -89.5% | -45.7% |
| 3Y | -61.4% | +203.9% | -265.3% | -73.1% |
| All | -75.4% | -32.3% | -43.1% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling