+37.8%
NEE vs DOCN
+88.7%
-50.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.0% | -8.1% | -0.5% |
| 7D | +2.2% | -12.8% | +14.9% | +2.7% |
| 30D | +12.3% | -41.9% | +54.2% | +15.0% |
| 3M | +3.4% | -36.9% | +40.3% | +5.1% |
| 6M | -5.3% | -52.2% | +46.9% | -2.6% |
| YTD | +10.6% | +62.7% | -52.2% | +3.7% |
| 1Y | +6.5% | +58.2% | -51.8% | 0.0% |
| 3Y | +73.5% | +219.5% | -145.9% | +49.7% |
| 5Y | +17.0% | -32.9% | +49.8% | +4.5% |
| All | +37.8% | +88.7% | -50.9% | +20.0% |
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