-29.4%
NVD vs DOC
+20.9%
-50.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.4% |
| 7D | +16.8% | +6.5% | +10.4% | +17.6% |
| 30D | +54.3% | +9.2% | +45.2% | +55.8% |
| 3M | +24.3% | -2.5% | +26.8% | +22.6% |
| 6M | +0.6% | +7.1% | -6.5% | +3.0% |
| YTD | -27.7% | +33.0% | -60.7% | -25.7% |
| 1Y | -29.4% | +23.3% | -52.7% | -23.2% |
| All | -29.4% | +20.9% | -50.3% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling