-46.5%
NVO vs DOC
+20.8%
-67.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.5% |
| 7D | +2.2% | -1.5% | +3.6% | +2.5% |
| 30D | +6.0% | -4.8% | +10.8% | +7.1% |
| 3M | +7.9% | +6.9% | +1.0% | +6.4% |
| 6M | +27.1% | +20.7% | +6.3% | +21.8% |
| YTD | -3.8% | +34.1% | -38.0% | -9.8% |
| 1Y | -12.8% | +22.6% | -35.5% | -16.8% |
| All | -46.5% | +20.8% | -67.3% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling