+143.7%
NEM vs DOCS
-54.0%
+197.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.3% | +5.7% | +1.6% |
| 7D | +7.1% | -1.3% | +8.4% | +7.2% |
| 30D | +2.9% | +19.4% | -16.5% | +2.0% |
| 3M | +15.0% | +53.4% | -38.4% | +12.4% |
| 6M | +10.3% | +28.8% | -18.5% | +8.4% |
| YTD | +20.7% | -25.1% | +45.7% | +21.5% |
| 1Y | +48.0% | -48.1% | +96.2% | +51.6% |
| 3Y | +225.0% | +51.4% | +173.7% | +208.5% |
| 5Y | +143.7% | -51.1% | +194.8% | +125.2% |
| All | +143.7% | -54.0% | +197.7% | +125.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling