-48.1%
DOCS vs NVD
-23.6%
-24.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | -1.7% |
| 7D | -0.8% | +16.8% | -17.6% | -1.7% |
| 30D | +17.4% | +54.3% | -36.9% | +14.1% |
| 3M | +57.4% | +24.3% | +33.1% | +54.1% |
| 6M | +26.5% | +0.6% | +26.0% | +24.5% |
| YTD | -26.6% | -27.7% | +1.1% | -24.0% |
| 1Y | -48.1% | -29.4% | -18.6% | -46.6% |
| All | -48.1% | -23.6% | -24.5% | -46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling