-21.7%
DOCN vs NVTS
-43.8%
+22.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -15.8% | -0.1% | -12.9% |
| 7D | -29.3% | -14.6% | -14.7% | -27.2% |
| 30D | -46.0% | -34.3% | -11.7% | -41.6% |
| 3M | -43.2% | -36.4% | -6.8% | -38.3% |
| 6M | -53.7% | -55.2% | +1.5% | -47.9% |
| YTD | +46.9% | +10.1% | +36.8% | +39.6% |
| 1Y | +54.3% | -20.3% | +74.6% | +53.0% |
| 3Y | +185.5% | +27.4% | +158.2% | +120.6% |
| 5Y | -31.1% | -47.6% | +16.5% | -37.2% |
| All | -21.7% | -43.8% | +22.0% | -27.0% |
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