+24.5%
DOCN vs NVTS
-15.6%
+40.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.3% | -3.5% | +1.7% |
| 7D | +1.1% | +2.7% | -1.6% | +0.6% |
| 30D | -9.6% | -4.5% | -5.2% | -9.1% |
| 3M | -37.7% | -61.5% | +23.8% | -27.3% |
| 6M | +115.2% | +28.0% | +87.2% | +100.2% |
| YTD | +133.7% | +65.3% | +68.5% | +105.7% |
| 1Y | +250.2% | +113.0% | +137.2% | +189.4% |
| 3Y | +320.3% | +34.7% | +285.6% | +246.1% |
| All | +24.5% | -15.6% | +40.1% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling