+773.2%
DOC vs NVMI
+1,967.2%
-1,194.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.3% | -2.2% |
| 7D | -1.5% | +6.6% | -8.1% | -1.9% |
| 30D | -4.8% | -7.5% | +2.8% | -4.3% |
| 3M | +6.9% | -28.5% | +35.4% | +8.8% |
| 6M | +20.7% | -15.7% | +36.5% | +21.3% |
| YTD | +34.1% | +13.3% | +20.8% | +31.8% |
| 1Y | +22.6% | +48.3% | -25.6% | +18.0% |
| 3Y | +20.8% | +191.2% | -170.4% | +9.1% |
| 5Y | -24.9% | +268.7% | -293.5% | -33.9% |
| 10Y | -1.8% | +3,034.8% | -3,036.6% | -24.7% |
| All | +773.2% | +1,967.2% | -1,194.0% | +461.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling