+422.0%
NUE vs DOC
+21.2%
+400.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | +2.8% | -0.9% | +3.6% | +3.1% |
| 30D | -2.1% | +7.7% | -9.8% | -5.2% |
| 3M | -7.3% | -2.0% | -5.3% | -7.0% |
| 6M | +8.9% | +5.9% | +3.0% | +5.7% |
| YTD | +55.6% | +31.8% | +23.8% | +36.3% |
| 1Y | +74.7% | +22.5% | +52.1% | +57.6% |
| 3Y | +71.7% | +54.7% | +16.9% | +36.6% |
| 5Y | +141.2% | -21.3% | +162.5% | +155.6% |
| All | +422.0% | +21.2% | +400.8% | +368.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling