+66.8%
NUE vs DOC
+44.2%
+22.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -10.6% | +6.5% | -17.0% | -11.7% |
| 30D | -0.6% | +9.2% | -9.8% | -2.5% |
| 3M | -9.7% | -2.5% | -7.2% | -9.3% |
| 6M | +5.1% | +7.1% | -2.0% | +3.3% |
| YTD | +51.4% | +33.0% | +18.4% | +40.0% |
| 1Y | +71.3% | +23.3% | +48.1% | +61.9% |
| 3Y | +66.8% | +44.9% | +21.9% | +51.3% |
| All | +66.8% | +44.2% | +22.7% | +51.3% |
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