+48.8%
NU vs DOC
-21.2%
+70.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.3% |
| 7D | +7.5% | -1.5% | +9.0% | +8.1% |
| 30D | +6.1% | -4.8% | +10.9% | +8.2% |
| 3M | +26.8% | +6.9% | +19.9% | +23.2% |
| 6M | +2.5% | +20.7% | -18.3% | -5.8% |
| YTD | -8.2% | +34.1% | -42.3% | -19.9% |
| 1Y | +3.4% | +22.6% | -19.3% | -6.3% |
| 3Y | +116.2% | +20.8% | +95.3% | +97.1% |
| All | +48.8% | -21.2% | +70.0% | +74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling