-35.5%
NKE vs DOCU
+107.7%
-143.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.9% |
| 7D | +3.0% | -3.2% | +6.2% | +3.6% |
| 30D | +14.3% | +15.7% | -1.4% | +11.2% |
| 3M | -5.8% | +37.3% | -43.1% | -11.4% |
| 6M | -6.3% | +63.1% | -69.4% | -15.1% |
| YTD | -36.3% | +15.4% | -51.6% | -38.9% |
| 1Y | -34.2% | +11.3% | -45.5% | -36.7% |
| 3Y | -60.4% | +92.1% | -152.4% | -66.7% |
| 5Y | -75.6% | -70.5% | -5.1% | -74.7% |
| All | -35.5% | +107.7% | -143.2% | -52.0% |
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