+166.2%
NSC vs DOCU
+107.7%
+58.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.4% | -4.2% |
| 7D | -3.8% | -3.2% | -0.6% | -3.5% |
| 30D | +4.1% | +15.7% | -11.6% | +2.8% |
| 3M | -3.3% | +37.3% | -40.5% | -6.1% |
| 6M | +5.9% | +63.1% | -57.3% | +0.9% |
| YTD | +15.5% | +15.4% | +0.1% | +13.2% |
| 1Y | +19.3% | +11.3% | +8.0% | +17.3% |
| 3Y | +79.0% | +92.1% | -13.0% | +63.8% |
| 5Y | +28.3% | -70.5% | +98.8% | +29.7% |
| All | +166.2% | +107.7% | +58.5% | +96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling