+177.4%
NXT vs DOC
-4.6%
+182.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.7% |
| 7D | -1.1% | -1.5% | +0.4% | -0.7% |
| 30D | -15.3% | -4.8% | -10.6% | -14.1% |
| 3M | -43.8% | +6.9% | -50.7% | -45.4% |
| 6M | -18.7% | +20.7% | -39.4% | -25.0% |
| YTD | -3.0% | +34.1% | -37.1% | -15.0% |
| 1Y | +22.7% | +22.6% | +0.1% | +11.7% |
| 3Y | +95.9% | +20.8% | +75.1% | +66.5% |
| All | +177.4% | -4.6% | +182.0% | +171.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling