+203.7%
NVO vs DOC
+20.3%
+183.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | +1.3% | +4.3% | -3.1% | +0.4% |
| 30D | +5.3% | +9.2% | -3.8% | +3.5% |
| 3M | -13.6% | -0.8% | -12.8% | -13.5% |
| 6M | -10.5% | +7.1% | -17.6% | -11.8% |
| YTD | -16.0% | +34.0% | -50.0% | -21.0% |
| 1Y | -7.0% | +23.2% | -30.2% | -11.1% |
| 3Y | -56.1% | +53.6% | -109.7% | -60.1% |
| 5Y | -19.0% | -20.4% | +1.4% | -17.2% |
| 10Y | +203.7% | +23.4% | +180.3% | +192.8% |
| All | +203.7% | +20.3% | +183.4% | +192.8% |
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