+16.9%
NU vs DOC
-21.3%
+38.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -1.9% |
| 7D | +4.0% | +4.3% | -0.3% | +2.4% |
| 30D | -25.1% | +9.2% | -34.2% | -27.6% |
| 3M | -12.8% | -0.8% | -12.0% | -12.7% |
| 6M | -12.5% | +7.1% | -19.6% | -15.2% |
| YTD | -27.8% | +34.0% | -61.8% | -37.1% |
| 1Y | -24.6% | +23.2% | -47.8% | -31.7% |
| 3Y | +41.8% | +53.6% | -11.8% | +12.7% |
| All | +16.9% | -21.3% | +38.2% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling