-38.0%
DOCS vs NVMI
+228.3%
-266.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.3% | -0.7% |
| 7D | 0.0% | +9.6% | -9.6% | -3.0% |
| 30D | +7.8% | -5.6% | +13.4% | +9.0% |
| 3M | +20.0% | -15.2% | +35.2% | +23.9% |
| 6M | +26.5% | -36.1% | +62.6% | +35.3% |
| YTD | -25.8% | +1.5% | -27.2% | -37.2% |
| 1Y | -39.5% | +8.3% | -47.8% | -50.7% |
| 3Y | +60.3% | +212.6% | -152.3% | -40.7% |
| 5Y | -57.0% | +158.4% | -215.5% | -82.7% |
| All | -38.0% | +228.3% | -266.3% | -77.1% |
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