+58.9%
NVO vs DOCN
+171.0%
-112.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.1% |
| 7D | +2.2% | +1.1% | +1.0% | +2.1% |
| 30D | +6.0% | -9.6% | +15.6% | +6.5% |
| 3M | +7.9% | -37.7% | +45.6% | +10.9% |
| 6M | +27.1% | +115.2% | -88.1% | +16.1% |
| YTD | -3.8% | +133.7% | -137.6% | -12.6% |
| 1Y | -12.8% | +250.2% | -263.0% | -23.5% |
| 3Y | -46.3% | +320.3% | -366.6% | -54.2% |
| 5Y | +3.6% | +53.1% | -49.5% | -6.5% |
| All | +58.9% | +171.0% | -112.1% | +48.4% |
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