+12.8%
DOCS vs NVD
-99.2%
+112.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.9% |
| 7D | -1.4% | -11.1% | +9.7% | -2.4% |
| 30D | +21.8% | -13.3% | +35.1% | +20.8% |
| 3M | +27.3% | -19.8% | +47.1% | +26.0% |
| 6M | -0.3% | -48.8% | +48.5% | -5.4% |
| YTD | -40.5% | -49.7% | +9.2% | -43.4% |
| 1Y | -61.5% | -61.4% | -0.2% | -64.1% |
| 3Y | +8.2% | -99.1% | +107.3% | -29.3% |
| All | +12.8% | -99.2% | +112.0% | -27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling