-99.2%
NVD vs DOC
+25.1%
-124.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.6% |
| 7D | -11.1% | -1.5% | -9.6% | -11.3% |
| 30D | -13.3% | -4.8% | -8.5% | -13.8% |
| 3M | -19.8% | +6.9% | -26.7% | -18.8% |
| 6M | -48.8% | +20.7% | -69.5% | -46.4% |
| YTD | -49.7% | +34.1% | -83.8% | -47.0% |
| 1Y | -61.4% | +22.6% | -84.0% | -59.5% |
| 3Y | -99.1% | +20.8% | -120.0% | -99.2% |
| All | -99.2% | +25.1% | -124.3% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling