-39.0%
NVTS vs DOCS
-54.3%
+15.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +1.1% | +10.2% | +10.9% |
| 7D | +20.8% | 0.0% | +20.8% | +21.1% |
| 30D | -11.1% | +7.8% | -18.9% | -13.1% |
| 3M | -31.0% | +20.0% | -51.0% | -36.0% |
| 6M | -47.4% | +26.5% | -73.9% | -54.3% |
| YTD | +34.2% | -25.8% | +59.9% | +41.6% |
| 1Y | +22.2% | -39.5% | +61.6% | +39.4% |
| 3Y | +68.4% | +60.3% | +8.0% | +2.8% |
| 5Y | -39.0% | -57.0% | +18.0% | -38.6% |
| All | -39.0% | -54.3% | +15.3% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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