+10.6%
NVO vs DOCS
-21.0%
+31.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.2% |
| 7D | +0.8% | -0.8% | +1.5% | +0.8% |
| 30D | +5.4% | +17.4% | -12.0% | +4.1% |
| 3M | -11.2% | +57.4% | -68.5% | -14.4% |
| 6M | -10.8% | +26.5% | -37.3% | -13.0% |
| YTD | -16.8% | -26.6% | +9.8% | -16.1% |
| 1Y | -9.0% | -48.1% | +39.0% | -6.3% |
| 3Y | -56.5% | +52.6% | -109.1% | -58.4% |
| 5Y | -20.3% | -52.1% | +31.8% | -21.2% |
| All | +10.6% | -21.0% | +31.6% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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