-47.3%
DOCS vs NUE
+86.4%
-133.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.4% | +6.2% |
| 7D | +1.2% | -1.4% | +2.7% | +1.1% |
| 30D | +21.3% | +6.6% | +14.7% | +21.8% |
| 3M | +58.4% | -2.0% | +60.4% | +58.6% |
| 6M | +39.3% | +19.2% | +20.1% | +39.8% |
| YTD | -21.7% | +65.6% | -87.3% | -25.0% |
| 1Y | -47.3% | +87.8% | -135.2% | -58.4% |
| All | -47.3% | +86.4% | -133.7% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 1y: compounded portfolio wealth divided by compounded NUE 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…
1y analysis · Full analysis span regression · 6 months rolling