+143.7%
NEM vs DOCN
-34.6%
+178.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -15.9% | +17.2% | +2.4% |
| 7D | +7.1% | -29.3% | +36.4% | +9.5% |
| 30D | +2.9% | -46.0% | +48.9% | +7.0% |
| 3M | +15.0% | -43.2% | +58.2% | +18.9% |
| 6M | +10.3% | -53.7% | +64.0% | +15.2% |
| YTD | +20.7% | +46.9% | -26.3% | +15.3% |
| 1Y | +48.0% | +54.3% | -6.3% | +40.9% |
| 3Y | +225.0% | +185.5% | +39.5% | +194.8% |
| 5Y | +143.7% | -31.1% | +174.8% | +119.3% |
| All | +143.7% | -34.6% | +178.3% | +119.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling