+124.8%
NEM vs DOCS
-21.0%
+145.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.1% |
| 7D | +13.4% | -0.8% | +14.2% | +13.5% |
| 30D | +6.5% | +17.4% | -10.9% | +5.8% |
| 3M | +14.9% | +57.4% | -42.4% | +12.4% |
| 6M | +5.5% | +26.5% | -21.0% | +3.9% |
| YTD | +21.9% | -26.6% | +48.5% | +22.7% |
| 1Y | +47.9% | -48.1% | +95.9% | +51.0% |
| 3Y | +238.2% | +52.6% | +185.6% | +223.2% |
| 5Y | +146.2% | -52.1% | +198.3% | +136.7% |
| All | +124.8% | -21.0% | +145.9% | +110.8% |
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