+47.4%
NSC vs DOCU
-78.0%
+125.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.2% |
| 7D | -5.5% | +6.9% | -12.4% | -6.0% |
| 30D | -3.2% | +19.0% | -22.2% | -4.7% |
| 3M | +7.7% | +34.3% | -26.6% | +4.7% |
| 6M | +4.5% | +48.0% | -43.5% | +0.3% |
| YTD | +15.6% | 0.0% | +15.6% | +15.0% |
| 1Y | +19.8% | -10.3% | +30.1% | +20.2% |
| 3Y | +70.1% | +32.4% | +37.7% | +60.6% |
| All | +47.4% | -78.0% | +125.4% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling