+113.0%
NVTS vs DOC
+23.9%
+89.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +6.1% |
| 7D | +2.7% | -1.5% | +4.2% | +2.5% |
| 30D | -4.5% | -4.8% | +0.3% | -5.1% |
| 3M | -61.5% | +6.9% | -68.4% | -61.6% |
| 6M | +28.0% | +20.7% | +7.2% | +29.9% |
| YTD | +65.3% | +34.1% | +31.1% | +55.2% |
| 1Y | +113.0% | +22.6% | +90.4% | +123.5% |
| All | +113.0% | +23.9% | +89.1% | +123.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling