+67.3%
NUE vs DOC
+43.2%
+24.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.2% | -8.0% | -8.2% |
| 7D | -10.8% | +6.2% | -17.0% | -11.8% |
| 30D | -2.1% | +6.5% | -8.6% | -3.5% |
| 3M | -10.4% | -6.2% | -4.1% | -9.1% |
| 6M | +6.4% | +25.6% | -19.2% | +0.4% |
| YTD | +51.9% | +32.1% | +19.8% | +40.6% |
| 1Y | +71.1% | +20.3% | +50.8% | +62.8% |
| All | +67.3% | +43.2% | +24.2% | +52.0% |
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 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