+290.6%
NEM vs DOCN
+209.7%
+80.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.0% | -4.5% | +2.8% |
| 7D | +14.7% | -12.8% | +27.5% | +15.8% |
| 30D | +6.2% | -41.9% | +48.1% | +11.2% |
| 3M | +11.0% | -36.9% | +47.9% | +14.8% |
| 6M | +7.9% | -52.2% | +60.1% | +13.8% |
| YTD | +26.2% | +62.7% | -36.6% | +16.4% |
| 1Y | +51.5% | +58.2% | -6.7% | +40.0% |
| 3Y | +290.6% | +219.5% | +71.1% | +183.8% |
| All | +290.6% | +209.7% | +80.9% | +183.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling