+39.1%
DOCS vs NVD
-98.9%
+138.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | -2.5% |
| 7D | -0.8% | +16.8% | -17.6% | +0.7% |
| 30D | +17.4% | +54.3% | -36.9% | +22.1% |
| 3M | +57.4% | +24.3% | +33.1% | +61.4% |
| 6M | +26.5% | +0.6% | +26.0% | +27.7% |
| YTD | -26.6% | -27.7% | +1.1% | -27.8% |
| 1Y | -48.1% | -29.4% | -18.6% | -48.8% |
| 3Y | +52.6% | -98.8% | +151.5% | +3.4% |
| All | +39.1% | -98.9% | +138.0% | -7.3% |
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