+123.1%
NEM vs DOCS
-21.3%
+144.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -4.1% |
| 7D | +11.6% | -0.6% | +12.2% | +11.7% |
| 30D | +1.8% | +6.3% | -4.5% | +1.5% |
| 3M | +2.5% | +26.5% | -24.0% | +1.4% |
| 6M | +3.4% | +24.8% | -21.4% | +1.9% |
| YTD | +20.9% | -26.8% | +47.7% | +21.7% |
| 1Y | +37.2% | -38.3% | +75.5% | +39.1% |
| 3Y | +271.6% | +36.0% | +235.6% | +257.0% |
| 5Y | +136.6% | -55.0% | +191.6% | +128.0% |
| All | +123.1% | -21.3% | +144.3% | +109.2% |
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