+49.4%
DOC vs NVDX
+394.1%
-344.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -11.0% | +9.9% | -1.0% |
| 7D | +4.3% | -34.6% | +38.9% | +4.6% |
| 30D | +9.2% | -47.9% | +57.1% | +9.5% |
| 3M | -0.8% | -44.4% | +43.6% | -0.6% |
| 6M | +7.1% | -47.3% | +54.4% | +7.4% |
| YTD | +34.0% | -36.9% | +70.8% | +34.0% |
| 1Y | +23.2% | -46.8% | +70.0% | +23.3% |
| 3Y | +53.6% | +295.2% | -241.6% | +43.8% |
| All | +49.4% | +394.1% | -344.7% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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