-40.6%
NKE vs DOCU
+18.5%
-59.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -1.6% | +4.1% | -5.6% | -2.1% |
| 30D | +7.6% | +7.4% | +0.3% | +6.5% |
| 3M | -6.9% | +26.0% | -32.9% | -10.1% |
| 6M | -8.5% | +79.2% | -87.7% | -15.7% |
| YTD | -38.8% | +18.1% | -56.9% | -43.6% |
| 1Y | -40.6% | +20.5% | -61.1% | -45.5% |
| All | -40.6% | +18.5% | -59.1% | -45.5% |
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 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