-21.2%
NVO vs DOCN
-32.3%
+11.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.1% |
| 7D | +0.8% | -19.2% | +19.9% | +2.1% |
| 30D | +5.4% | -43.1% | +48.4% | +9.0% |
| 3M | -11.2% | -40.7% | +29.5% | -8.8% |
| 6M | -10.8% | -55.0% | +44.2% | -7.1% |
| YTD | -16.8% | +50.6% | -67.4% | -23.5% |
| 1Y | -9.0% | +54.0% | -63.0% | -16.6% |
| 3Y | -56.5% | +203.9% | -260.4% | -63.1% |
| All | -21.2% | -32.3% | +11.1% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling