+1,377.5%
NVDL vs DOC
-0.7%
+1,378.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -1.0% | -9.9% | -10.8% |
| 7D | -34.5% | +4.3% | -38.8% | -34.8% |
| 30D | -47.7% | +9.2% | -56.8% | -48.2% |
| 3M | -43.9% | -0.8% | -43.1% | -43.8% |
| 6M | -46.4% | +7.1% | -53.5% | -47.1% |
| YTD | -34.3% | +34.0% | -68.3% | -37.1% |
| 1Y | -44.0% | +23.2% | -67.2% | -46.0% |
| 3Y | +295.7% | +53.6% | +242.1% | +259.2% |
| All | +1,377.5% | -0.7% | +1,378.2% | +1,574.5% |
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