-18.7%
NVO vs DOC
-19.7%
+1.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +2.2% |
| 7D | +2.3% | +5.9% | -3.6% | +1.0% |
| 30D | +7.1% | +10.3% | -3.2% | +4.7% |
| 3M | -11.3% | -2.2% | -9.1% | -11.0% |
| 6M | -9.0% | +8.2% | -17.2% | -10.7% |
| YTD | -14.6% | +35.4% | -50.0% | -20.4% |
| 1Y | -4.9% | +23.6% | -28.5% | -9.6% |
| 3Y | -54.9% | +57.3% | -112.1% | -59.2% |
| 5Y | -18.7% | -19.6% | +0.9% | -13.0% |
| All | -18.7% | -19.7% | +1.0% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling