+717.0%
NVT vs DOC
+46.9%
+670.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.4% |
| 7D | +5.1% | -1.5% | +6.6% | +5.8% |
| 30D | -3.7% | -4.8% | +1.1% | -1.7% |
| 3M | -10.1% | +6.9% | -17.0% | -13.7% |
| 6M | +37.5% | +20.7% | +16.7% | +23.2% |
| YTD | +53.7% | +34.1% | +19.6% | +30.3% |
| 1Y | +70.9% | +22.6% | +48.2% | +50.8% |
| 3Y | +180.4% | +20.8% | +159.6% | +142.1% |
| 5Y | +393.5% | -24.9% | +418.3% | +446.9% |
| All | +717.0% | +46.9% | +670.1% | +592.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling