-38.1%
NKE vs DOCU
+112.5%
-150.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -1.6% | +4.1% | -5.6% | -2.3% |
| 30D | +7.6% | +7.4% | +0.3% | +6.2% |
| 3M | -6.9% | +26.0% | -32.9% | -11.0% |
| 6M | -8.5% | +79.2% | -87.7% | -18.4% |
| YTD | -38.8% | +18.1% | -56.9% | -41.6% |
| 1Y | -40.6% | +20.5% | -61.1% | -43.6% |
| 3Y | -60.9% | +96.4% | -157.3% | -67.3% |
| 5Y | -75.4% | -69.5% | -5.9% | -74.7% |
| All | -38.1% | +112.5% | -150.6% | -54.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling