-58.0%
NKE vs DOCS
+11.3%
-69.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.8% |
| 7D | -2.0% | -1.4% | -0.6% | -1.9% |
| 30D | -8.6% | +21.8% | -30.4% | -10.1% |
| 3M | -11.0% | +27.3% | -38.3% | -12.8% |
| 6M | -33.2% | -0.3% | -32.9% | -33.8% |
| YTD | -38.1% | -40.5% | +2.4% | -36.7% |
| 1Y | -47.4% | -61.5% | +14.2% | -44.7% |
| All | -58.0% | +11.3% | -69.2% | -59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling