+36.0%
NEE vs DOCS
-21.3%
+57.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | +2.3% | -0.6% | +2.9% | +2.3% |
| 30D | +11.5% | +6.3% | +5.2% | +11.2% |
| 3M | +2.6% | +26.5% | -23.9% | +1.5% |
| 6M | -6.0% | +24.8% | -30.7% | -7.3% |
| YTD | +9.8% | -26.8% | +36.6% | +11.2% |
| 1Y | +4.7% | -38.3% | +43.0% | +7.0% |
| 3Y | +71.0% | +36.0% | +35.0% | +60.4% |
| 5Y | +15.8% | -55.0% | +70.8% | +11.8% |
| All | +36.0% | -21.3% | +57.3% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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