+33.9%
NXPI vs DOCS
-21.0%
+54.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +1.9% |
| 7D | -4.4% | -0.8% | -3.6% | -4.2% |
| 30D | +5.6% | +17.4% | -11.9% | +3.1% |
| 3M | +7.6% | +57.4% | -49.8% | -0.1% |
| 6M | -17.6% | +26.5% | -44.1% | -21.8% |
| YTD | +15.9% | -26.6% | +42.5% | +19.1% |
| 1Y | +22.4% | -48.1% | +70.4% | +32.7% |
| 3Y | +43.2% | +52.6% | -9.4% | +23.6% |
| 5Y | +21.4% | -52.1% | +73.5% | +15.8% |
| All | +33.9% | -21.0% | +54.9% | +29.6% |
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