-35.0%
NKE vs DOCU
+104.6%
-139.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.2% | +3.3% |
| 7D | +1.9% | -4.8% | +6.7% | +2.9% |
| 30D | +14.9% | +9.4% | +5.5% | +13.0% |
| 3M | -3.4% | +29.0% | -32.4% | -8.1% |
| 6M | -7.9% | +62.3% | -70.2% | -16.4% |
| YTD | -35.8% | +13.7% | -49.4% | -38.3% |
| 1Y | -32.6% | +11.5% | -44.1% | -35.1% |
| 3Y | -60.0% | +94.2% | -154.2% | -66.5% |
| 5Y | -74.9% | -71.7% | -3.1% | -73.8% |
| All | -35.0% | +104.6% | -139.6% | -51.5% |
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