+37.1%
NEE vs DOCS
-21.0%
+58.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.4% |
| 7D | +3.9% | -0.8% | +4.6% | +3.9% |
| 30D | +12.8% | +17.4% | -4.6% | +12.0% |
| 3M | +3.6% | +57.4% | -53.8% | +1.2% |
| 6M | -7.5% | +26.5% | -34.0% | -8.9% |
| YTD | +10.7% | -26.6% | +37.3% | +12.0% |
| 1Y | +9.1% | -48.1% | +57.1% | +12.5% |
| 3Y | +61.0% | +52.6% | +8.4% | +49.5% |
| 5Y | +16.3% | -52.1% | +68.4% | +12.0% |
| All | +37.1% | -21.0% | +58.1% | +30.7% |
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