+491.7%
NVT vs DOC
+45.0%
+446.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +3.1% | -15.8% | -14.1% |
| 7D | -19.5% | +8.7% | -28.2% | -22.6% |
| 30D | -32.4% | +7.6% | -40.0% | -35.0% |
| 3M | -30.3% | -5.3% | -25.1% | -29.4% |
| 6M | -30.4% | +27.6% | -58.1% | -39.7% |
| YTD | +11.3% | +32.4% | -21.1% | -5.9% |
| 1Y | +3.6% | +22.9% | -19.3% | -9.3% |
| 3Y | +132.6% | +43.1% | +89.5% | +82.1% |
| 5Y | +227.3% | -21.4% | +248.7% | +250.5% |
| All | +491.7% | +45.0% | +446.7% | +400.3% |
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