-61.4%
NKE vs DOCS
+47.6%
-109.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.4% | -2.3% |
| 7D | -0.2% | -0.8% | +0.6% | -0.1% |
| 30D | +12.3% | +17.4% | -5.1% | +11.1% |
| 3M | -7.1% | +57.4% | -64.5% | -10.2% |
| 6M | -10.3% | +26.5% | -36.9% | -12.4% |
| YTD | -37.8% | -26.6% | -11.2% | -37.6% |
| 1Y | -35.6% | -48.1% | +12.5% | -34.0% |
| 3Y | -61.4% | +52.6% | -114.1% | -62.8% |
| All | -61.4% | +47.6% | -109.0% | -62.8% |
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 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