-21.2%
NVO vs DOC
-21.4%
+0.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +0.8% | +6.5% | -5.7% | -0.7% |
| 30D | +5.4% | +9.2% | -3.8% | +3.3% |
| 3M | -11.2% | -2.5% | -8.7% | -10.8% |
| 6M | -10.8% | +7.1% | -17.9% | -12.2% |
| YTD | -16.8% | +33.0% | -49.8% | -22.1% |
| 1Y | -9.0% | +23.3% | -32.3% | -13.5% |
| 3Y | -56.5% | +44.9% | -101.4% | -59.9% |
| All | -21.2% | -21.4% | +0.3% | -15.3% |
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