+87.1%
DOCN vs NVMI
+271.6%
-184.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.8% | +2.9% |
| 7D | -12.1% | +7.6% | -19.7% | -15.8% |
| 30D | -41.0% | -7.7% | -33.3% | -37.6% |
| 3M | -38.7% | -15.4% | -23.3% | -32.0% |
| 6M | -51.5% | -37.5% | -14.0% | -37.3% |
| YTD | +65.3% | -0.8% | +66.1% | +60.5% |
| 1Y | +53.9% | +2.4% | +51.5% | +46.1% |
| 3Y | +215.6% | +191.5% | +24.1% | +19.2% |
| 5Y | -26.2% | +156.3% | -182.5% | -70.0% |
| All | +87.1% | +271.6% | -184.5% | -38.7% |
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