+110.4%
NEM vs DOCS
-19.0%
+129.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -6.4% | +2.6% | -9.0% | -6.5% |
| 30D | +1.4% | +11.4% | -10.0% | +0.9% |
| 3M | -0.7% | +25.4% | -26.1% | -1.7% |
| 6M | -4.5% | +42.5% | -47.0% | -6.4% |
| YTD | +14.0% | -24.7% | +38.7% | +14.7% |
| 1Y | +27.3% | -32.9% | +60.2% | +28.6% |
| 3Y | +250.5% | +39.6% | +210.9% | +236.3% |
| 5Y | +121.1% | -54.6% | +175.7% | +112.9% |
| All | +110.4% | -19.0% | +129.4% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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