-98.8%
NVD vs DOC
+23.1%
-121.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.7% | -0.2% | +18.9% | +18.6% |
| 7D | +33.7% | +6.2% | +27.5% | +34.5% |
| 30D | +65.8% | +6.5% | +59.3% | +66.6% |
| 3M | +31.8% | -6.2% | +38.0% | +30.3% |
| 6M | -5.9% | +25.6% | -31.4% | -1.6% |
| YTD | -23.5% | +32.1% | -55.6% | -19.9% |
| 1Y | -20.0% | +20.3% | -40.3% | -16.8% |
| 3Y | -98.8% | +42.7% | -141.5% | -98.7% |
| All | -98.8% | +23.1% | -121.9% | -98.8% |
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