-37.1%
NVDL vs DOC
+22.3%
-59.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +6.0% | +5.8% |
| 7D | -26.2% | +1.0% | -27.2% | -26.3% |
| 30D | -43.2% | +8.1% | -51.4% | -43.8% |
| 3M | -40.5% | +0.9% | -41.4% | -40.4% |
| 6M | -45.4% | +6.3% | -51.7% | -46.9% |
| YTD | -30.5% | +33.8% | -64.2% | -33.4% |
| 1Y | -37.1% | +21.6% | -58.7% | -42.7% |
| All | -37.1% | +22.3% | -59.4% | -42.7% |
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 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