-54.2%
DOCS vs NUE
+123.1%
-177.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -0.8% | -10.6% | +9.8% | +1.8% |
| 30D | +17.4% | -0.6% | +18.0% | +17.4% |
| 3M | +57.4% | -9.7% | +67.1% | +60.6% |
| 6M | +26.5% | +5.1% | +21.5% | +23.5% |
| YTD | -26.6% | +51.4% | -78.0% | -35.7% |
| 1Y | -48.1% | +71.3% | -119.4% | -56.1% |
| 3Y | +52.6% | +66.8% | -14.2% | +24.2% |
| All | -54.2% | +123.1% | -177.4% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling