+319.8%
NEM vs DOC
+14.9%
+304.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +7.1% | +6.2% | +0.8% | +5.6% |
| 30D | +2.9% | +6.5% | -3.6% | +1.2% |
| 3M | +15.0% | -6.2% | +21.3% | +16.7% |
| 6M | +10.3% | +25.6% | -15.3% | +3.7% |
| YTD | +20.7% | +32.1% | -11.4% | +11.9% |
| 1Y | +48.0% | +20.3% | +27.7% | +40.3% |
| 3Y | +225.0% | +42.7% | +182.3% | +194.6% |
| 5Y | +143.7% | -22.2% | +165.9% | +146.2% |
| All | +319.8% | +14.9% | +304.9% | +296.7% |
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