+204.0%
NVT vs DOC
-21.4%
+225.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.7% | +7.3% | +7.8% |
| 7D | -15.7% | +6.5% | -22.1% | -17.1% |
| 30D | -36.6% | +9.2% | -45.8% | -38.3% |
| 3M | -34.8% | -2.5% | -32.4% | -34.6% |
| 6M | -38.2% | +7.1% | -45.3% | -40.2% |
| YTD | +4.8% | +33.0% | -28.2% | -6.7% |
| 1Y | -2.8% | +23.3% | -26.1% | -11.1% |
| 3Y | +119.5% | +44.9% | +74.6% | +83.8% |
| All | +204.0% | -21.4% | +225.4% | +248.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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