-38.0%
DOCS vs NUE
+179.2%
-217.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.7% |
| 7D | 0.0% | -10.2% | +10.2% | +2.8% |
| 30D | +7.8% | -0.4% | +8.2% | +7.7% |
| 3M | +20.0% | -8.4% | +28.3% | +22.2% |
| 6M | +26.5% | +10.1% | +16.4% | +21.7% |
| YTD | -25.8% | +54.1% | -79.8% | -36.0% |
| 1Y | -39.5% | +74.7% | -114.2% | -49.8% |
| 3Y | +60.3% | +72.0% | -11.6% | +27.5% |
| 5Y | -57.0% | +136.4% | -193.4% | -70.8% |
| All | -38.0% | +179.2% | -217.1% | -59.5% |
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