+105.5%
NVO vs DOCU
+104.2%
+1.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | +0.8% | -5.5% | +6.3% | +1.3% |
| 30D | +5.4% | +12.6% | -7.3% | +4.2% |
| 3M | -11.2% | +36.4% | -47.6% | -13.9% |
| 6M | -10.8% | +66.8% | -77.6% | -15.3% |
| YTD | -16.8% | +13.5% | -30.3% | -18.6% |
| 1Y | -9.0% | +11.3% | -20.3% | -10.8% |
| 3Y | -56.5% | +92.1% | -148.6% | -59.8% |
| 5Y | -20.3% | -71.0% | +50.7% | -17.1% |
| All | +105.5% | +104.2% | +1.2% | +85.3% |
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