-23.7%
DOCN vs NVT
+243.7%
-267.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.8% | +5.8% | +6.7% |
| 7D | +3.7% | +3.5% | +0.3% | +1.6% |
| 30D | -33.7% | -28.2% | -5.5% | -14.8% |
| 3M | -27.9% | -30.1% | +2.2% | -5.9% |
| 6M | -46.4% | -32.5% | -14.0% | -28.6% |
| YTD | +81.1% | +15.2% | +65.9% | +63.7% |
| 1Y | +74.3% | +7.2% | +67.1% | +65.2% |
| 3Y | +245.8% | +134.2% | +111.6% | +58.3% |
| 5Y | -23.7% | +238.3% | -262.1% | -78.3% |
| All | -23.7% | +243.7% | -267.5% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling