+38.6%
NVO vs DOCN
+117.0%
-78.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.4% | -1.3% |
| 7D | +0.9% | +27.4% | -26.5% | -0.7% |
| 30D | +6.8% | -29.7% | +36.6% | +8.8% |
| 3M | -11.3% | -32.5% | +21.2% | -9.7% |
| 6M | -12.4% | -42.2% | +29.8% | -10.5% |
| YTD | -16.1% | +87.2% | -103.3% | -23.2% |
| 1Y | -15.1% | +86.2% | -101.3% | -22.3% |
| 3Y | -56.2% | +257.4% | -313.6% | -62.4% |
| 5Y | -19.4% | -27.4% | +8.0% | -27.7% |
| All | +38.6% | +117.0% | -78.4% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling