+33.5%
NXPI vs DOCN
+171.0%
-137.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.6% |
| 7D | +1.9% | +1.1% | +0.8% | +1.5% |
| 30D | -1.4% | -9.6% | +8.2% | +0.3% |
| 3M | -29.1% | -37.7% | +8.6% | -21.8% |
| 6M | +6.2% | +115.2% | -109.0% | -17.5% |
| YTD | +5.9% | +133.7% | -127.9% | -20.4% |
| 1Y | +2.9% | +250.2% | -247.3% | -31.4% |
| 3Y | +14.5% | +320.3% | -305.8% | -31.1% |
| 5Y | +17.1% | +53.1% | -36.1% | -21.2% |
| All | +33.5% | +171.0% | -137.5% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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