+16.5%
NU vs DOCN
-25.0%
+41.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +1.7% |
| 7D | +3.6% | -19.2% | +22.8% | +9.7% |
| 30D | -22.8% | -43.1% | +20.3% | -10.3% |
| 3M | -14.8% | -40.7% | +25.9% | -4.1% |
| 6M | -16.9% | -55.0% | +38.1% | -0.9% |
| YTD | -28.1% | +50.6% | -78.8% | -48.6% |
| 1Y | -24.5% | +54.0% | -78.5% | -46.7% |
| 3Y | +44.8% | +203.9% | -159.1% | -33.5% |
| All | +16.5% | -25.0% | +41.5% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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