+18.0%
NEE vs DOCS
-54.0%
+72.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | 0.0% |
| 7D | +7.4% | -1.3% | +8.8% | +7.5% |
| 30D | +13.3% | +19.4% | -6.1% | +12.4% |
| 3M | +3.5% | +53.4% | -49.9% | +1.2% |
| 6M | -7.0% | +28.8% | -35.7% | -8.5% |
| YTD | +12.3% | -25.1% | +37.4% | +13.9% |
| 1Y | +10.5% | -48.1% | +58.7% | +14.6% |
| 3Y | +62.5% | +51.4% | +11.1% | +48.8% |
| 5Y | +18.0% | -51.1% | +69.1% | +12.1% |
| All | +18.0% | -54.0% | +72.0% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling