+40.1%
NVO vs DOCN
+110.0%
-69.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.6% | -8.6% | +0.4% |
| 7D | -2.6% | +3.7% | -6.3% | -2.9% |
| 30D | +6.5% | -33.7% | +40.2% | +8.9% |
| 3M | -11.8% | -27.9% | +16.1% | -10.7% |
| 6M | -10.3% | -46.4% | +36.1% | -7.9% |
| YTD | -15.2% | +81.1% | -96.3% | -22.2% |
| 1Y | -12.2% | +74.3% | -86.5% | -19.3% |
| 3Y | -55.7% | +245.8% | -301.5% | -61.9% |
| 5Y | -18.7% | -23.7% | +5.0% | -27.0% |
| All | +40.1% | +110.0% | -69.9% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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