-22.2%
DOC vs NVMI
+122.8%
-144.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.1% | +4.8% | +0.2% |
| 7D | +6.2% | -16.2% | +22.5% | +7.9% |
| 30D | +6.5% | -28.9% | +35.4% | +9.7% |
| 3M | -6.2% | -30.3% | +24.1% | -3.4% |
| 6M | +25.6% | -45.6% | +71.2% | +31.4% |
| YTD | +32.1% | -14.6% | +46.7% | +31.0% |
| 1Y | +20.3% | -18.1% | +38.4% | +19.6% |
| 3Y | +42.7% | +179.2% | -136.4% | +12.6% |
| 5Y | -22.2% | +122.4% | -144.5% | -39.1% |
| All | -22.2% | +122.8% | -144.9% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling