-0.3%
DOCN vs NVTS
-31.6%
+31.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -5.1% | +8.4% | +4.3% |
| 7D | +27.4% | +21.6% | +5.8% | +22.8% |
| 30D | -29.7% | -8.5% | -21.2% | -28.4% |
| 3M | -32.5% | -31.4% | -1.1% | -27.6% |
| 6M | -42.2% | -50.3% | +8.2% | -35.8% |
| YTD | +87.2% | +33.9% | +53.3% | +71.4% |
| 1Y | +86.2% | +10.6% | +75.6% | +75.3% |
| 3Y | +257.4% | +52.7% | +204.7% | +167.9% |
| 5Y | -27.4% | -48.5% | +21.1% | -38.2% |
| All | -0.3% | -31.6% | +31.3% | -10.4% |
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