+55.8%
DOCS vs NVD
-98.8%
+154.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +18.7% | -23.0% | -2.8% |
| 7D | -1.3% | +33.7% | -35.1% | +1.2% |
| 30D | +19.4% | +65.8% | -46.4% | +24.6% |
| 3M | +53.4% | +31.8% | +21.6% | +57.9% |
| 6M | +28.8% | -5.9% | +34.6% | +28.9% |
| YTD | -25.1% | -23.5% | -1.6% | -25.9% |
| 1Y | -48.1% | -20.0% | -28.2% | -48.2% |
| All | +55.8% | -98.8% | +154.6% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling