+40.7%
DOCS vs NVD
-98.8%
+139.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.7% | -7.6% | +1.8% |
| 7D | 0.0% | +23.8% | -23.8% | +2.0% |
| 30D | +7.8% | +57.0% | -49.2% | +12.3% |
| 3M | +20.0% | +41.6% | -21.6% | +24.3% |
| 6M | +26.5% | +17.6% | +8.9% | +29.5% |
| YTD | -25.8% | -21.4% | -4.4% | -26.4% |
| 1Y | -39.5% | -23.3% | -16.2% | -39.9% |
| 3Y | +60.3% | -98.7% | +159.0% | +10.4% |
| All | +40.7% | -98.8% | +139.4% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling