+84.2%
DOCN vs NVMI
+280.2%
-196.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +6.4% | +1.6% | +4.1% |
| 7D | -12.8% | +9.6% | -22.4% | -17.4% |
| 30D | -41.9% | -5.6% | -36.3% | -39.3% |
| 3M | -36.9% | -15.2% | -21.7% | -30.2% |
| 6M | -52.2% | -36.1% | -16.2% | -39.1% |
| YTD | +62.7% | +1.5% | +61.2% | +55.9% |
| 1Y | +58.2% | +8.3% | +49.9% | +45.3% |
| 3Y | +219.5% | +212.6% | +6.9% | +14.4% |
| 5Y | -32.9% | +158.4% | -191.3% | -72.8% |
| All | +84.2% | +280.2% | -196.0% | -40.4% |
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