+18.0%
NEE vs DOCN
-34.6%
+52.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -15.9% | +15.6% | +0.6% |
| 7D | +7.4% | -29.3% | +36.7% | +9.2% |
| 30D | +13.3% | -46.0% | +59.4% | +16.7% |
| 3M | +3.5% | -43.2% | +46.7% | +6.0% |
| 6M | -7.0% | -53.7% | +46.7% | -4.1% |
| YTD | +12.3% | +46.9% | -34.6% | +5.2% |
| 1Y | +10.5% | +54.3% | -43.8% | +3.0% |
| 3Y | +62.5% | +185.5% | -123.1% | +38.3% |
| 5Y | +18.0% | -31.1% | +49.1% | +5.5% |
| All | +18.0% | -34.6% | +52.6% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling