-10.3%
NVO vs DOCU
+69.4%
-79.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.8% |
| 7D | -2.6% | -0.4% | -2.1% | -2.6% |
| 30D | +6.5% | +12.9% | -6.4% | +5.8% |
| 3M | -11.8% | +35.1% | -46.8% | -13.0% |
| 6M | -10.3% | +76.2% | -86.5% | -11.7% |
| All | -10.3% | +69.4% | -79.7% | -11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling