+49.0%
DOCS vs NVDX
+454.9%
-405.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.7% | +9.8% | +1.8% |
| 7D | 0.0% | -23.4% | +23.4% | +2.0% |
| 30D | +7.8% | -41.5% | +49.3% | +12.3% |
| 3M | +20.0% | -41.1% | +61.1% | +24.4% |
| 6M | +26.5% | -40.9% | +67.4% | +29.8% |
| YTD | -25.8% | -29.1% | +3.3% | -25.9% |
| 1Y | -39.5% | -33.5% | -5.9% | -39.4% |
| 3Y | +60.3% | +369.1% | -308.8% | +10.8% |
| All | +49.0% | +454.9% | -405.9% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 10y: compounded portfolio wealth divided by compounded NVDX 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…
10y analysis · Full analysis span regression · 6 months rolling