+147.6%
NEM vs DOCN
+171.0%
-23.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.0% |
| 7D | +0.3% | +1.1% | -0.8% | +0.2% |
| 30D | +23.1% | -9.6% | +32.7% | +23.7% |
| 3M | +18.5% | -37.7% | +56.2% | +21.4% |
| 6M | +7.8% | +115.2% | -107.4% | +1.6% |
| YTD | +29.1% | +133.7% | -104.6% | +21.0% |
| 1Y | +72.7% | +250.2% | -177.5% | +58.1% |
| 3Y | +248.7% | +320.3% | -71.6% | +212.8% |
| 5Y | +148.7% | +53.1% | +95.6% | +121.5% |
| All | +147.6% | +171.0% | -23.4% | +123.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling