+267.2%
NEM vs DOCU
+111.8%
+155.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.2% | +9.7% | +9.9% |
| 7D | +3.7% | -3.7% | +7.4% | +3.8% |
| 30D | +2.0% | +15.0% | -13.0% | +1.5% |
| 3M | +21.1% | +39.9% | -18.8% | +19.6% |
| 6M | +9.5% | +66.2% | -56.6% | +7.3% |
| YTD | +19.1% | +17.7% | +1.4% | +18.2% |
| 1Y | +51.1% | +13.7% | +37.4% | +50.2% |
| 3Y | +220.7% | +95.9% | +124.8% | +210.5% |
| 5Y | +147.1% | -71.7% | +218.8% | +143.4% |
| All | +267.2% | +111.8% | +155.4% | +246.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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