-37.1%
DOCS vs NVMI
+213.2%
-250.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +1.3% |
| 7D | +2.6% | +1.5% | +1.1% | +2.0% |
| 30D | +11.4% | -4.1% | +15.5% | +12.2% |
| 3M | +25.4% | -22.8% | +48.1% | +33.1% |
| 6M | +42.5% | -36.9% | +79.4% | +52.7% |
| YTD | -24.7% | -3.2% | -21.5% | -35.5% |
| 1Y | -32.9% | +7.1% | -40.0% | -45.4% |
| 3Y | +39.6% | +181.5% | -141.9% | -45.7% |
| 5Y | -54.6% | +141.2% | -195.8% | -81.3% |
| All | -37.1% | +213.2% | -250.3% | -76.4% |
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