-37.4%
DOCS vs NUE
+192.1%
-229.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | +0.1% | +6.1% | -6.1% | -1.5% |
| 30D | +8.7% | +2.7% | +5.9% | +7.7% |
| 3M | +32.9% | -3.8% | +36.7% | +33.6% |
| 6M | +25.5% | +14.0% | +11.5% | +19.6% |
| YTD | -25.0% | +61.2% | -86.2% | -36.1% |
| 1Y | -34.9% | +77.8% | -112.6% | -46.1% |
| 3Y | +39.3% | +78.2% | -38.9% | +9.8% |
| 5Y | -54.8% | +149.8% | -204.7% | -69.8% |
| All | -37.4% | +192.1% | -229.4% | -59.6% |
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