-18.7%
NXT vs DOCU
+47.4%
-66.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +1.9% |
| 7D | -1.1% | +6.9% | -8.0% | +0.2% |
| 30D | -15.3% | +19.0% | -34.3% | -12.2% |
| 3M | -43.8% | +34.3% | -78.1% | -39.2% |
| 6M | -18.7% | +48.0% | -66.7% | -2.9% |
| All | -18.7% | +47.4% | -66.1% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 6mo: compounded portfolio wealth divided by compounded DOCU 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…
6mo analysis · Full analysis span regression · 6 months rolling