+33.8%
NSC vs DOCU
-71.6%
+105.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +1.8% | -3.7% | +5.5% | +2.1% |
| 30D | +8.8% | +15.0% | -6.1% | +7.5% |
| 3M | +1.2% | +39.9% | -38.7% | -1.8% |
| 6M | +11.3% | +66.2% | -54.8% | +6.1% |
| YTD | +20.7% | +17.7% | +3.0% | +18.4% |
| 1Y | +23.4% | +13.7% | +9.7% | +21.3% |
| 3Y | +87.1% | +95.9% | -8.8% | +70.5% |
| 5Y | +33.8% | -71.7% | +105.5% | +22.6% |
| All | +33.8% | -71.6% | +105.4% | +22.6% |
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