+22.3%
NXPI vs DOCS
-36.0%
+58.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.0% | +1.7% |
| 7D | +1.9% | -1.4% | +3.3% | +2.1% |
| 30D | -1.4% | +21.8% | -23.3% | -4.9% |
| 3M | -29.1% | +27.3% | -56.3% | -32.3% |
| 6M | +6.2% | -0.3% | +6.5% | +4.2% |
| YTD | +5.9% | -40.5% | +46.4% | +12.3% |
| 1Y | +2.9% | -61.5% | +64.4% | +17.0% |
| 3Y | +14.5% | +8.2% | +6.3% | +4.4% |
| 5Y | +17.1% | -73.4% | +90.5% | +15.5% |
| All | +22.3% | -36.0% | +58.3% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling