+133.8%
NEM vs DOCN
+74.7%
+59.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.8% |
| 7D | +13.4% | -19.2% | +32.6% | +14.8% |
| 30D | +6.5% | -43.1% | +49.5% | +10.1% |
| 3M | +14.9% | -40.7% | +55.6% | +18.1% |
| 6M | +5.5% | -55.0% | +60.5% | +9.9% |
| YTD | +21.9% | +50.6% | -28.8% | +17.0% |
| 1Y | +47.9% | +54.0% | -6.1% | +41.7% |
| 3Y | +238.2% | +203.9% | +34.3% | +210.0% |
| 5Y | +146.2% | -29.4% | +175.5% | +125.0% |
| All | +133.8% | +74.7% | +59.1% | +115.5% |
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