+145.7%
NEM vs DOCN
+205.3%
-59.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.6% | -13.4% | -1.6% |
| 7D | +3.9% | +16.3% | -12.5% | +2.8% |
| 30D | +12.7% | +2.0% | +10.7% | +12.4% |
| 3M | +28.7% | -25.2% | +53.8% | +30.2% |
| 6M | +9.8% | +132.7% | -122.9% | +2.9% |
| YTD | +28.1% | +163.3% | -135.2% | +19.1% |
| 1Y | +69.3% | +280.3% | -211.0% | +54.1% |
| 3Y | +247.7% | +371.8% | -124.2% | +209.4% |
| 5Y | +153.4% | +87.1% | +66.3% | +123.6% |
| All | +145.7% | +205.3% | -59.6% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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