-13.3%
DOCN vs NVTS
-31.5%
+18.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +11.3% | -3.2% | +5.9% |
| 7D | -12.8% | +20.8% | -33.6% | -15.8% |
| 30D | -41.9% | -11.1% | -30.8% | -40.5% |
| 3M | -36.9% | -31.0% | -5.9% | -32.5% |
| 6M | -52.2% | -47.4% | -4.9% | -47.9% |
| YTD | +62.7% | +34.2% | +28.5% | +49.0% |
| 1Y | +58.2% | +22.2% | +36.1% | +46.4% |
| 3Y | +219.5% | +68.4% | +151.1% | +129.5% |
| 5Y | -32.9% | -39.0% | +6.2% | -41.5% |
| All | -13.3% | -31.5% | +18.1% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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