+38.3%
NXPI vs DOCS
-20.2%
+58.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +3.1% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +12.7% | +7.8% | +4.9% | +11.5% |
| 3M | +7.5% | +20.0% | -12.5% | +4.3% |
| 6M | -12.3% | +26.5% | -38.8% | -16.8% |
| YTD | +19.7% | -25.8% | +45.5% | +22.8% |
| 1Y | +27.6% | -39.5% | +67.0% | +35.1% |
| 3Y | +50.0% | +60.3% | -10.4% | +28.3% |
| 5Y | +27.2% | -57.0% | +84.2% | +21.3% |
| All | +38.3% | -20.2% | +58.4% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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