-44.4%
NOK vs DOCU
+63.4%
-107.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -2.0% | -7.7% | -10.2% |
| 7D | -19.9% | -3.2% | -16.7% | -20.5% |
| 30D | -32.0% | +15.7% | -47.7% | -29.5% |
| 3M | -22.1% | +37.3% | -59.4% | -17.1% |
| 6M | -44.4% | +63.1% | -107.5% | -37.2% |
| All | -44.4% | +63.4% | -107.8% | -37.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling