+1,716.9%
NVDL vs DOCN
+131.0%
+1,585.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.5% | +2.9% | +4.3% |
| 7D | -18.2% | -19.2% | +1.0% | -9.8% |
| 30D | -40.1% | -43.1% | +3.0% | -24.2% |
| 3M | -31.9% | -40.7% | +8.8% | -16.6% |
| 6M | -29.3% | -55.0% | +25.7% | -4.3% |
| YTD | -19.2% | +50.6% | -69.8% | -44.1% |
| 1Y | -23.3% | +54.0% | -77.2% | -47.4% |
| 3Y | +427.9% | +203.9% | +224.0% | +153.4% |
| All | +1,716.9% | +131.0% | +1,585.9% | +645.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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