+8.9%
DOCS vs NUE
+58.3%
-49.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.2% | -2.7% |
| 7D | -1.4% | +4.2% | -5.6% | -2.0% |
| 30D | +21.8% | -5.0% | +26.8% | +22.7% |
| 3M | +27.3% | -0.2% | +27.5% | +27.1% |
| 6M | -0.3% | +49.1% | -49.5% | -7.9% |
| YTD | -40.5% | +61.0% | -101.5% | -46.2% |
| 1Y | -61.5% | +82.5% | -144.1% | -66.3% |
| All | +8.9% | +58.3% | -49.4% | -10.5% |
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 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