+35.6%
NEE vs DOCS
-19.3%
+54.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.4% |
| 7D | -2.8% | -4.2% | +1.4% | -2.6% |
| 30D | +9.5% | +8.6% | +0.9% | +9.1% |
| 3M | +1.0% | +27.2% | -26.2% | -0.1% |
| 6M | -8.0% | +26.5% | -34.5% | -9.3% |
| YTD | +9.4% | -25.0% | +34.4% | +10.7% |
| 1Y | +3.1% | -37.0% | +40.1% | +5.3% |
| 3Y | +70.5% | +39.4% | +31.1% | +59.7% |
| 5Y | +15.2% | -56.7% | +71.9% | +11.2% |
| All | +35.6% | -19.3% | +54.9% | +29.2% |
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