+1,716.9%
NVDL vs DOC
-1.4%
+1,718.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.3% |
| 7D | -18.2% | +6.5% | -24.6% | -18.7% |
| 30D | -40.1% | +9.2% | -49.2% | -40.7% |
| 3M | -31.9% | -2.5% | -29.4% | -31.7% |
| 6M | -29.3% | +7.1% | -36.4% | -30.3% |
| YTD | -19.2% | +33.0% | -52.2% | -22.6% |
| 1Y | -23.3% | +23.3% | -46.6% | -26.1% |
| 3Y | +427.9% | +44.9% | +382.9% | +386.8% |
| All | +1,716.9% | -1.4% | +1,718.4% | +1,960.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling