+39.6%
DOCS vs NUE
+72.4%
-32.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.8% |
| 7D | +2.6% | +2.8% | -0.2% | +2.2% |
| 30D | +11.4% | -2.1% | +13.5% | +11.7% |
| 3M | +25.4% | -7.3% | +32.7% | +26.4% |
| 6M | +42.5% | +8.9% | +33.7% | +40.1% |
| YTD | -24.7% | +55.6% | -80.3% | -30.8% |
| 1Y | -32.9% | +74.7% | -107.6% | -39.8% |
| 3Y | +39.6% | +71.7% | -32.1% | +28.1% |
| All | +39.6% | +72.4% | -32.8% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling