-3.5%
DOCN vs NVTS
-28.0%
+24.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +7.4% | +2.2% | +8.2% |
| 7D | +3.7% | +7.9% | -4.2% | +2.5% |
| 30D | -33.7% | +0.8% | -34.5% | -33.6% |
| 3M | -27.9% | -26.0% | -1.9% | -23.7% |
| 6M | -46.4% | -55.5% | +9.1% | -39.6% |
| YTD | +81.1% | +41.0% | +40.1% | +64.4% |
| 1Y | +74.3% | +10.4% | +63.9% | +63.9% |
| 3Y | +245.8% | +60.9% | +185.0% | +156.9% |
| 5Y | -23.7% | -42.8% | +19.0% | -35.2% |
| All | -3.5% | -28.0% | +24.4% | -14.1% |
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