+19.5%
NXPI vs DOCS
-54.0%
+73.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.3% | -3.5% | -7.0% |
| 7D | -8.1% | -1.3% | -6.8% | -7.9% |
| 30D | 0.0% | +19.4% | -19.4% | -3.0% |
| 3M | +6.2% | +53.4% | -47.2% | -2.3% |
| 6M | -15.7% | +28.8% | -44.5% | -21.1% |
| YTD | +14.1% | -25.1% | +39.2% | +17.7% |
| 1Y | +18.2% | -48.1% | +66.4% | +30.7% |
| 3Y | +42.0% | +51.4% | -9.4% | +16.5% |
| 5Y | +19.5% | -51.1% | +70.6% | +15.4% |
| All | +19.5% | -54.0% | +73.5% | +15.4% |
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