+12.2%
NEE vs DOCS
-73.4%
+85.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.0% | -0.6% |
| 7D | +1.9% | -1.4% | +3.4% | +2.0% |
| 30D | -2.2% | +21.8% | -24.0% | -3.3% |
| 3M | -1.2% | +27.3% | -28.5% | -2.6% |
| 6M | -8.6% | -0.3% | -8.2% | -9.0% |
| YTD | +6.2% | -40.5% | +46.7% | +8.8% |
| 1Y | +21.1% | -61.5% | +82.6% | +27.4% |
| 3Y | +36.4% | +8.2% | +28.2% | +27.9% |
| All | +12.2% | -73.4% | +85.6% | +8.9% |
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