+14.5%
DOC vs NVMI
+2,448.3%
-2,433.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.7% | -11.0% | -0.8% |
| 7D | +6.5% | +0.3% | +6.2% | +6.3% |
| 30D | +9.2% | -17.1% | +26.3% | +11.5% |
| 3M | -2.5% | -17.9% | +15.4% | -0.5% |
| 6M | +7.1% | -41.4% | +48.5% | +13.0% |
| YTD | +33.0% | -4.6% | +37.6% | +29.9% |
| 1Y | +23.3% | -0.3% | +23.5% | +19.3% |
| 3Y | +44.9% | +214.5% | -169.5% | +9.3% |
| 5Y | -21.6% | +148.5% | -170.1% | -39.9% |
| All | +14.5% | +2,448.3% | -2,433.8% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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