+432.0%
NEM vs DOC
+2,934.4%
-2,502.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.1% | +6.8% | +9.3% |
| 7D | +3.7% | +8.7% | -5.1% | +2.2% |
| 30D | +2.0% | +7.6% | -5.7% | +0.6% |
| 3M | +21.1% | -5.3% | +26.4% | +22.2% |
| 6M | +9.5% | +27.6% | -18.1% | +4.5% |
| YTD | +19.1% | +32.4% | -13.4% | +12.8% |
| 1Y | +51.1% | +22.9% | +28.2% | +45.0% |
| 3Y | +220.7% | +43.1% | +177.6% | +198.7% |
| 5Y | +147.1% | -21.4% | +168.5% | +152.3% |
| 10Y | +299.8% | +16.8% | +283.0% | +271.9% |
| All | +432.0% | +2,934.4% | -2,502.4% | +356.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling