-61.4%
NKE vs DOCU
+87.9%
-149.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.2% |
| 7D | -0.2% | -5.5% | +5.3% | +0.8% |
| 30D | +12.3% | +12.6% | -0.3% | +10.0% |
| 3M | -7.1% | +36.4% | -43.5% | -12.2% |
| 6M | -10.3% | +66.8% | -77.1% | -18.3% |
| YTD | -37.8% | +13.5% | -51.3% | -40.1% |
| 1Y | -35.6% | +11.3% | -46.9% | -37.8% |
| 3Y | -61.4% | +92.1% | -153.5% | -69.3% |
| All | -61.4% | +87.9% | -149.3% | -69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling