+324.0%
NEM vs DOC
+15.7%
+308.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | +13.4% | +6.5% | +6.9% | +11.8% |
| 30D | +6.5% | +9.2% | -2.7% | +4.2% |
| 3M | +14.9% | -2.5% | +17.4% | +15.6% |
| 6M | +5.5% | +7.1% | -1.6% | +3.4% |
| YTD | +21.9% | +33.0% | -11.1% | +12.8% |
| 1Y | +47.9% | +23.3% | +24.6% | +39.4% |
| 3Y | +238.2% | +44.9% | +193.2% | +205.5% |
| 5Y | +146.2% | -21.6% | +167.8% | +148.3% |
| All | +324.0% | +15.7% | +308.3% | +300.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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