-38.7%
DOCS vs NVMI
+208.6%
-247.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +11.7% | -13.7% | -5.4% |
| 7D | -0.8% | +0.3% | -1.1% | -1.2% |
| 30D | +17.4% | -17.1% | +34.5% | +23.2% |
| 3M | +57.4% | -17.9% | +75.2% | +64.4% |
| 6M | +26.5% | -41.4% | +68.0% | +39.1% |
| YTD | -26.6% | -4.6% | -21.9% | -36.7% |
| 1Y | -48.1% | -0.3% | -47.8% | -56.4% |
| 3Y | +52.6% | +214.5% | -161.8% | -45.3% |
| 5Y | -52.1% | +148.5% | -200.5% | -80.4% |
| All | -38.7% | +208.6% | -247.2% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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