+42.1%
DOCS vs NVD
-98.6%
+140.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.0% | -9.1% | +0.7% |
| 7D | +0.1% | +17.0% | -16.9% | +1.5% |
| 30D | +8.7% | +77.3% | -68.6% | +14.5% |
| 3M | +32.9% | +61.6% | -28.8% | +39.3% |
| 6M | +25.5% | +40.7% | -15.1% | +30.6% |
| YTD | -25.0% | -10.5% | -14.5% | -24.8% |
| 1Y | -34.9% | -6.1% | -28.7% | -34.1% |
| 3Y | +39.3% | -98.4% | +137.7% | -1.7% |
| All | +42.1% | -98.6% | +140.7% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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