-18.7%
NVO vs DOCU
-68.9%
+50.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.7% |
| 7D | -2.6% | -0.4% | -2.1% | -2.5% |
| 30D | +6.5% | +12.9% | -6.4% | +5.4% |
| 3M | -11.8% | +35.1% | -46.8% | -14.2% |
| 6M | -10.3% | +76.2% | -86.5% | -15.0% |
| YTD | -15.2% | +17.2% | -32.4% | -17.3% |
| 1Y | -12.2% | +16.4% | -28.6% | -14.4% |
| 3Y | -55.7% | +95.6% | -151.3% | -58.6% |
| 5Y | -18.7% | -68.5% | +49.8% | -20.2% |
| All | -18.7% | -68.9% | +50.1% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling