-56.5%
NVO vs DOCU
+87.9%
-144.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | +0.8% | -5.5% | +6.3% | +1.5% |
| 30D | +5.4% | +12.6% | -7.3% | +3.8% |
| 3M | -11.2% | +36.4% | -47.6% | -14.7% |
| 6M | -10.8% | +66.8% | -77.6% | -16.9% |
| YTD | -16.8% | +13.5% | -30.3% | -19.9% |
| 1Y | -9.0% | +11.3% | -20.3% | -12.3% |
| 3Y | -56.5% | +92.1% | -148.6% | -57.6% |
| All | -56.5% | +87.9% | -144.4% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 3y: compounded portfolio wealth divided by compounded DOCU 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…
3y analysis · Full analysis span regression · 6 months rolling