+146.9%
NEM vs DOCN
-32.3%
+179.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.8% |
| 7D | +13.4% | -19.2% | +32.6% | +14.9% |
| 30D | +6.5% | -43.1% | +49.5% | +10.4% |
| 3M | +14.9% | -40.7% | +55.6% | +18.5% |
| 6M | +5.5% | -55.0% | +60.5% | +10.3% |
| YTD | +21.9% | +50.6% | -28.8% | +16.2% |
| 1Y | +47.9% | +54.0% | -6.1% | +40.7% |
| 3Y | +238.2% | +203.9% | +34.3% | +205.4% |
| All | +146.9% | -32.3% | +179.2% | +122.6% |
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