-50.3%
DOCS vs NVMI
+266.6%
-316.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.5% | -8.3% | -4.4% |
| 7D | -1.4% | +6.6% | -8.0% | -3.5% |
| 30D | +21.8% | -7.5% | +29.3% | +24.4% |
| 3M | +27.3% | -28.5% | +55.8% | +36.9% |
| 6M | -0.3% | -15.7% | +15.4% | -3.6% |
| YTD | -40.5% | +13.3% | -53.8% | -50.7% |
| 1Y | -61.5% | +48.3% | -109.8% | -72.3% |
| 3Y | +8.2% | +191.2% | -183.1% | -55.7% |
| 5Y | -73.4% | +268.7% | -342.1% | -90.3% |
| All | -50.3% | +266.6% | -316.9% | -82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling