-47.6%
NVTS vs DOC
-22.1%
-25.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -0.2% | -15.5% | -15.6% |
| 7D | -14.6% | +6.2% | -20.8% | -16.8% |
| 30D | -34.3% | +6.5% | -40.8% | -36.4% |
| 3M | -36.4% | -6.2% | -30.1% | -34.6% |
| 6M | -55.2% | +25.6% | -80.8% | -61.8% |
| YTD | +10.1% | +32.1% | -22.0% | -10.2% |
| 1Y | -20.3% | +20.3% | -40.6% | -31.1% |
| 3Y | +27.4% | +42.7% | -15.3% | -4.5% |
| 5Y | -47.6% | -22.2% | -25.5% | -43.1% |
| All | -47.6% | -22.1% | -25.6% | -43.1% |
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