-29.3%
NVDL vs DOCS
+26.5%
-55.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.0% | +7.4% | +5.3% |
| 7D | -18.2% | -0.8% | -17.4% | -18.0% |
| 30D | -40.1% | +17.4% | -57.5% | -39.2% |
| 3M | -31.9% | +57.4% | -89.3% | -29.0% |
| 6M | -29.3% | +26.5% | -55.8% | -29.0% |
| All | -29.3% | +26.5% | -55.8% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 6mo: compounded portfolio wealth divided by compounded DOCS 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…
6mo analysis · Full analysis span regression · 6 months rolling