+298.3%
NEM vs DOCU
+80.0%
+218.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.7% | -5.5% | -1.9% |
| 7D | +0.3% | +6.9% | -6.6% | +0.1% |
| 30D | +23.1% | +19.0% | +4.1% | +22.3% |
| 3M | +18.5% | +34.3% | -15.8% | +17.1% |
| 6M | +7.8% | +48.0% | -40.2% | +5.9% |
| YTD | +29.1% | 0.0% | +29.1% | +28.9% |
| 1Y | +72.7% | -10.3% | +82.9% | +73.0% |
| 3Y | +248.7% | +32.4% | +216.3% | +242.0% |
| 5Y | +148.7% | -77.9% | +226.6% | +147.1% |
| All | +298.3% | +80.0% | +218.2% | +278.4% |
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