+138.2%
NEM vs DOCS
-36.0%
+174.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.7% |
| 7D | +0.3% | -1.4% | +1.7% | +0.4% |
| 30D | +23.1% | +21.8% | +1.3% | +21.7% |
| 3M | +18.5% | +27.3% | -8.8% | +17.0% |
| 6M | +7.8% | -0.3% | +8.1% | +7.2% |
| YTD | +29.1% | -40.5% | +69.6% | +31.2% |
| 1Y | +72.7% | -61.5% | +134.2% | +78.6% |
| 3Y | +248.7% | +8.2% | +240.6% | +238.0% |
| 5Y | +148.7% | -73.4% | +222.1% | +144.2% |
| All | +138.2% | -36.0% | +174.2% | +125.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling