+168.0%
NXT vs DOC
+43.2%
+124.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.4% | -6.6% |
| 7D | +24.7% | +6.2% | +18.5% | +23.1% |
| 30D | +13.0% | +6.5% | +6.6% | +11.4% |
| 3M | -0.2% | -6.2% | +6.0% | +1.3% |
| 6M | -19.3% | +25.6% | -44.9% | -25.4% |
| YTD | +14.3% | +32.1% | -17.8% | +2.8% |
| 1Y | -11.0% | +20.3% | -31.3% | -16.9% |
| All | +168.0% | +43.2% | +124.9% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling