-31.7%
NKE vs DOCU
+11.6%
-43.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.2% |
| 7D | +9.0% | -3.7% | +12.7% | +9.5% |
| 30D | +19.2% | +15.0% | +4.3% | +17.0% |
| 3M | -1.5% | +39.9% | -41.4% | -6.0% |
| 6M | -4.2% | +66.2% | -70.3% | -10.6% |
| YTD | -34.8% | +17.7% | -52.5% | -40.0% |
| 1Y | -31.7% | +13.7% | -45.4% | -37.0% |
| All | -31.7% | +11.6% | -43.3% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 1y: compounded portfolio wealth divided by compounded DOCU 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…
1y analysis · Full analysis span regression · 6 months rolling