-7.8%
NVTS vs DOC
-20.7%
+12.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +7.2% |
| 7D | +2.7% | -1.5% | +4.2% | +3.4% |
| 30D | -4.5% | -4.8% | +0.3% | -2.3% |
| 3M | -61.5% | +6.9% | -68.4% | -63.4% |
| 6M | +28.0% | +20.7% | +7.2% | +12.1% |
| YTD | +65.3% | +34.1% | +31.1% | +34.7% |
| 1Y | +113.0% | +22.6% | +90.4% | +83.9% |
| 3Y | +34.7% | +20.8% | +13.9% | +13.9% |
| All | -7.8% | -20.7% | +12.9% | -1.8% |
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