+32.3%
NEE vs DOCN
+171.0%
-138.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.6% | -0.9% |
| 7D | +1.9% | +1.1% | +0.8% | +1.9% |
| 30D | -2.2% | -9.6% | +7.5% | -1.7% |
| 3M | -1.2% | -37.7% | +36.5% | +1.0% |
| 6M | -8.6% | +115.2% | -123.8% | -14.6% |
| YTD | +6.2% | +133.7% | -127.5% | -1.7% |
| 1Y | +21.1% | +250.2% | -229.0% | +8.6% |
| 3Y | +36.4% | +320.3% | -283.9% | +16.7% |
| 5Y | +11.4% | +53.1% | -41.7% | -2.0% |
| All | +32.3% | +171.0% | -138.7% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling