+95.3%
DOCU vs NVMI
+1,041.7%
-946.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.7% | -13.4% | -5.7% |
| 7D | -5.5% | +0.3% | -5.9% | -6.0% |
| 30D | +12.6% | -17.1% | +29.7% | +19.1% |
| 3M | +36.4% | -17.9% | +54.3% | +43.1% |
| 6M | +66.8% | -41.4% | +108.2% | +88.1% |
| YTD | +13.5% | -4.6% | +18.1% | -1.0% |
| 1Y | +11.3% | -0.3% | +11.6% | -5.6% |
| 3Y | +92.1% | +214.5% | -122.4% | -26.6% |
| 5Y | -71.0% | +148.5% | -219.4% | -87.4% |
| All | +95.3% | +1,041.7% | -946.4% | -58.9% |
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 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