+33.9%
NXPI vs DOCS
-49.9%
+83.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.2% |
| 7D | -0.5% | -0.6% | +0.1% | -0.4% |
| 30D | +15.0% | +6.3% | +8.7% | +13.8% |
| 3M | +12.6% | +26.5% | -13.9% | +7.7% |
| 6M | -10.6% | +24.8% | -35.3% | -15.8% |
| YTD | +22.1% | -26.8% | +48.9% | +26.4% |
| 1Y | +29.8% | -38.3% | +68.1% | +38.8% |
| 3Y | +47.8% | +36.0% | +11.7% | +24.4% |
| 5Y | +33.9% | -55.0% | +88.8% | +33.5% |
| All | +33.9% | -49.9% | +83.7% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling