+135.5%
NUE vs DOC
-22.1%
+157.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.2% | -8.0% | -8.2% |
| 7D | -10.8% | +6.2% | -17.0% | -12.7% |
| 30D | -2.1% | +6.5% | -8.6% | -4.5% |
| 3M | -10.4% | -6.2% | -4.1% | -8.5% |
| 6M | +6.4% | +25.6% | -19.2% | -3.9% |
| YTD | +51.9% | +32.1% | +19.8% | +33.3% |
| 1Y | +71.1% | +20.3% | +50.8% | +56.4% |
| 3Y | +68.2% | +42.7% | +25.5% | +36.1% |
| 5Y | +135.5% | -22.2% | +157.6% | +168.1% |
| All | +135.5% | -22.1% | +157.6% | +168.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling