+253.0%
NEM vs DOC
+20.8%
+232.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.2% |
| 7D | +0.3% | -1.5% | +1.8% | +0.8% |
| 30D | +23.1% | -4.8% | +27.8% | +25.2% |
| 3M | +18.5% | +6.9% | +11.6% | +15.0% |
| 6M | +7.8% | +20.7% | -13.0% | -0.4% |
| YTD | +29.1% | +34.1% | -5.0% | +14.2% |
| 1Y | +72.7% | +22.6% | +50.0% | +57.5% |
| All | +253.0% | +20.8% | +232.3% | +218.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling