-75.4%
NKE vs DOCS
-51.8%
-23.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.4% | -2.2% |
| 7D | -0.2% | -0.8% | +0.6% | -0.1% |
| 30D | +12.3% | +17.4% | -5.1% | +9.8% |
| 3M | -7.1% | +57.4% | -64.5% | -13.6% |
| 6M | -10.3% | +26.5% | -36.9% | -14.6% |
| YTD | -37.8% | -26.6% | -11.2% | -36.3% |
| 1Y | -35.6% | -48.1% | +12.5% | -30.8% |
| 3Y | -61.4% | +52.6% | -114.1% | -68.2% |
| All | -75.4% | -51.8% | -23.5% | -77.0% |
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