-10.8%
NVTS vs DOC
+21.8%
-32.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.1% | +5.9% | +10.0% |
| 7D | -0.3% | +8.7% | -9.1% | +2.5% |
| 30D | -24.4% | +7.6% | -32.0% | -22.3% |
| 3M | -26.5% | -5.3% | -21.2% | -27.4% |
| 6M | -41.4% | +27.6% | -69.0% | -37.6% |
| YTD | +30.7% | +32.4% | -1.7% | +38.1% |
| 1Y | -10.8% | +22.9% | -33.7% | -10.2% |
| All | -10.8% | +21.8% | -32.6% | -10.2% |
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