+37.9%
NEE vs DOCN
+74.7%
-36.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.6% |
| 7D | +3.9% | -19.2% | +23.0% | +4.8% |
| 30D | +12.8% | -43.1% | +55.9% | +15.7% |
| 3M | +3.6% | -40.7% | +44.3% | +5.6% |
| 6M | -7.5% | -55.0% | +47.5% | -4.6% |
| YTD | +10.7% | +50.6% | -40.0% | +4.2% |
| 1Y | +9.1% | +54.0% | -44.9% | +2.4% |
| 3Y | +61.0% | +203.9% | -142.9% | +39.0% |
| 5Y | +16.3% | -29.4% | +45.6% | +4.3% |
| All | +37.9% | +74.7% | -36.7% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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