+87.1%
DOCN vs NVT
+344.6%
-257.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.8% |
| 7D | -12.1% | -13.0% | +0.8% | -2.9% |
| 30D | -41.0% | -32.7% | -8.3% | -21.3% |
| 3M | -38.7% | -30.6% | -8.1% | -20.4% |
| 6M | -51.5% | -33.6% | -17.9% | -35.2% |
| YTD | +65.3% | +11.0% | +54.2% | +54.7% |
| 1Y | +53.9% | +0.8% | +53.1% | +53.3% |
| 3Y | +215.6% | +125.7% | +89.9% | +59.8% |
| 5Y | -26.2% | +231.1% | -257.3% | -74.3% |
| All | +87.1% | +344.6% | -257.5% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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