-75.3%
NKE vs DOCS
-52.4%
-22.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -1.6% | +2.6% | -4.1% | -1.9% |
| 30D | +7.6% | +11.4% | -3.8% | +6.0% |
| 3M | -6.9% | +25.4% | -32.3% | -9.9% |
| 6M | -8.5% | +42.5% | -51.1% | -14.3% |
| YTD | -38.8% | -24.7% | -14.1% | -37.5% |
| 1Y | -40.6% | -32.9% | -7.6% | -38.4% |
| 3Y | -60.9% | +39.6% | -100.5% | -67.0% |
| All | -75.3% | -52.4% | -22.9% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling