-20.3%
NVO vs DOC
-22.1%
+1.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.2% | -4.4% |
| 7D | +3.0% | +6.2% | -3.3% | +1.6% |
| 30D | +7.4% | +6.5% | +0.9% | +5.8% |
| 3M | -8.3% | -6.2% | -2.1% | -7.1% |
| 6M | -9.0% | +25.6% | -34.6% | -13.7% |
| YTD | -16.8% | +32.1% | -48.9% | -22.0% |
| 1Y | -12.7% | +20.3% | -33.0% | -16.5% |
| 3Y | -55.2% | +42.7% | -98.0% | -58.6% |
| 5Y | -20.3% | -22.2% | +1.8% | -14.2% |
| All | -20.3% | -22.1% | +1.7% | -14.2% |
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