-37.0%
DOCS vs NUE
+84.9%
-121.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.5% | +2.6% |
| 7D | -4.2% | -2.4% | -1.7% | -4.3% |
| 30D | +8.6% | +3.8% | +4.8% | +9.0% |
| 3M | +27.2% | -3.7% | +30.9% | +27.3% |
| 6M | +26.5% | +13.2% | +13.3% | +27.6% |
| YTD | -25.0% | +61.6% | -86.6% | -26.2% |
| 1Y | -37.0% | +83.6% | -120.6% | -47.0% |
| All | -37.0% | +84.9% | -121.9% | -47.0% |
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