+41.3%
NU vs DOC
+43.2%
-1.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -2.0% |
| 7D | -2.6% | +6.2% | -8.8% | -4.2% |
| 30D | -25.0% | +6.5% | -31.5% | -26.4% |
| 3M | -18.9% | -6.2% | -12.7% | -17.5% |
| 6M | -17.6% | +25.6% | -43.2% | -23.7% |
| YTD | -29.9% | +32.1% | -61.9% | -36.5% |
| 1Y | -27.4% | +20.3% | -47.7% | -31.9% |
| All | +41.3% | +43.2% | -1.9% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling