+105.4%
NVO vs DOCU
+107.7%
-2.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.5% | -4.3% |
| 7D | +3.0% | -3.2% | +6.2% | +3.3% |
| 30D | +7.4% | +15.7% | -8.3% | +5.9% |
| 3M | -8.3% | +37.3% | -45.6% | -11.2% |
| 6M | -9.0% | +63.1% | -72.2% | -13.5% |
| YTD | -16.8% | +15.4% | -32.2% | -18.7% |
| 1Y | -12.7% | +11.3% | -24.0% | -14.5% |
| 3Y | -55.2% | +92.1% | -147.3% | -58.7% |
| 5Y | -20.3% | -70.5% | +50.2% | -17.3% |
| All | +105.4% | +107.7% | -2.3% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling