+147.1%
NEM vs DOC
-22.8%
+169.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.1% | +6.8% | +8.8% |
| 7D | +3.7% | +8.7% | -5.1% | +0.7% |
| 30D | +2.0% | +7.6% | -5.7% | -0.8% |
| 3M | +21.1% | -5.3% | +26.4% | +23.4% |
| 6M | +9.5% | +27.6% | -18.1% | -1.2% |
| YTD | +19.1% | +32.4% | -13.4% | +5.6% |
| 1Y | +51.1% | +22.9% | +28.2% | +37.9% |
| 3Y | +220.7% | +43.1% | +177.6% | +169.7% |
| 5Y | +147.1% | -21.4% | +168.5% | +151.5% |
| All | +147.1% | -22.8% | +169.9% | +151.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling