-47.6%
NVTS vs DOCS
-54.0%
+6.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -4.3% | -11.5% | -14.2% |
| 7D | -14.6% | -1.3% | -13.2% | -13.9% |
| 30D | -34.3% | +19.4% | -53.7% | -38.1% |
| 3M | -36.4% | +53.4% | -89.8% | -46.4% |
| 6M | -55.2% | +28.8% | -84.0% | -61.3% |
| YTD | +10.1% | -25.1% | +35.2% | +15.8% |
| 1Y | -20.3% | -48.1% | +27.9% | -2.5% |
| 3Y | +27.4% | +51.4% | -24.0% | -19.4% |
| 5Y | -47.6% | -51.1% | +3.5% | -49.5% |
| All | -47.6% | -54.0% | +6.3% | -49.5% |
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