-68.2%
NKE vs DOCS
-21.3%
-47.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.7% | -2.9% |
| 7D | +0.5% | -0.6% | +1.0% | +0.6% |
| 30D | +11.4% | +6.3% | +5.1% | +10.6% |
| 3M | -7.2% | +26.5% | -33.7% | -9.9% |
| 6M | -10.7% | +24.8% | -35.5% | -14.2% |
| YTD | -37.7% | -26.8% | -10.9% | -36.5% |
| 1Y | -34.3% | -38.3% | +4.0% | -31.7% |
| 3Y | -60.9% | +36.0% | -97.0% | -65.5% |
| 5Y | -74.8% | -55.0% | -19.8% | -76.3% |
| All | -68.2% | -21.3% | -47.0% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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