-54.8%
DOCS vs NVMI
+148.5%
-203.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.8% | +1.0% |
| 7D | +0.1% | +16.9% | -16.8% | -4.7% |
| 30D | +8.7% | -4.3% | +13.0% | +9.5% |
| 3M | +32.9% | -19.3% | +52.1% | +39.2% |
| 6M | +25.5% | -33.6% | +59.1% | +32.0% |
| YTD | -25.0% | -0.2% | -24.8% | -36.4% |
| 1Y | -34.9% | +5.1% | -39.9% | -46.4% |
| 3Y | +39.3% | +193.2% | -153.9% | -48.3% |
| 5Y | -54.8% | +148.6% | -203.4% | -82.2% |
| All | -54.8% | +148.5% | -203.3% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling