-68.5%
NKE vs DOCS
-19.3%
-49.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.2% |
| 7D | -5.4% | -4.2% | -1.2% | -4.9% |
| 30D | +8.4% | +8.6% | -0.2% | +7.3% |
| 3M | -6.3% | +27.2% | -33.5% | -9.1% |
| 6M | -7.8% | +26.5% | -34.3% | -11.6% |
| YTD | -38.3% | -25.0% | -13.3% | -37.2% |
| 1Y | -37.3% | -37.0% | -0.3% | -35.0% |
| 3Y | -61.3% | +39.4% | -100.7% | -65.9% |
| 5Y | -74.8% | -56.7% | -18.2% | -76.4% |
| All | -68.5% | -19.3% | -49.2% | -70.1% |
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