-20.1%
NVDL vs DOC
+21.8%
-41.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.1% | -9.2% | -6.4% |
| 7D | -14.0% | +8.7% | -22.8% | -14.9% |
| 30D | -31.2% | +7.6% | -38.8% | -31.8% |
| 3M | -15.5% | -5.3% | -10.2% | -14.0% |
| 6M | -10.3% | +27.6% | -37.9% | -18.7% |
| YTD | -5.8% | +32.4% | -38.2% | -9.2% |
| 1Y | -20.1% | +22.9% | -42.9% | -26.0% |
| All | -20.1% | +21.8% | -41.9% | -26.0% |
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