+211.4%
NVO vs DOC
+21.5%
+189.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | +6.8% | +6.6% | +0.2% | +5.4% |
| 3M | -11.3% | -1.1% | -10.1% | -11.1% |
| 6M | -12.4% | +4.8% | -17.2% | -13.3% |
| YTD | -16.1% | +32.1% | -48.2% | -20.9% |
| 1Y | -15.1% | +21.9% | -36.9% | -18.7% |
| 3Y | -56.2% | +51.4% | -107.6% | -60.0% |
| 5Y | -19.4% | -21.2% | +1.8% | -17.3% |
| All | +211.4% | +21.5% | +189.9% | +197.6% |
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