-98.7%
NVD vs DOC
+24.7%
-123.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.6% | -5.8% |
| 7D | +27.3% | +1.0% | +26.3% | +27.4% |
| 30D | +59.9% | +8.1% | +51.8% | +61.0% |
| 3M | +39.4% | +0.9% | +38.5% | +39.1% |
| 6M | +27.6% | +6.3% | +21.3% | +28.7% |
| YTD | -17.9% | +33.8% | -51.7% | -13.9% |
| 1Y | -14.5% | +21.6% | -36.1% | -10.9% |
| 3Y | -98.6% | +53.4% | -151.9% | -98.4% |
| All | -98.7% | +24.7% | -123.4% | -98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling