-37.4%
NKE vs DOCU
+80.0%
-117.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.6% |
| 7D | -2.0% | +6.9% | -8.9% | -3.2% |
| 30D | -8.6% | +19.0% | -27.6% | -11.6% |
| 3M | -11.0% | +34.3% | -45.3% | -16.1% |
| 6M | -33.2% | +48.0% | -81.2% | -38.5% |
| YTD | -38.1% | 0.0% | -38.1% | -39.0% |
| 1Y | -47.4% | -10.3% | -37.1% | -47.4% |
| 3Y | -59.8% | +32.4% | -92.2% | -63.8% |
| 5Y | -74.2% | -77.9% | +3.7% | -72.0% |
| All | -37.4% | +80.0% | -117.4% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling