-38.8%
DOCS vs NUE
+187.3%
-226.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -2.1% |
| 7D | -0.6% | -6.2% | +5.7% | +1.0% |
| 30D | +6.3% | +2.5% | +3.8% | +5.5% |
| 3M | +26.5% | -6.4% | +32.9% | +28.1% |
| 6M | +24.8% | +13.3% | +11.5% | +19.1% |
| YTD | -26.8% | +58.5% | -85.3% | -37.3% |
| 1Y | -38.3% | +81.9% | -120.2% | -49.4% |
| 3Y | +36.0% | +75.3% | -39.2% | +7.7% |
| 5Y | -55.0% | +149.9% | -204.9% | -70.1% |
| All | -38.8% | +187.3% | -226.1% | -60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling