-7.8%
NVTS vs DOCS
-63.1%
+55.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.8% | +9.1% | +7.3% |
| 7D | +2.7% | -1.4% | +4.1% | +3.1% |
| 30D | -4.5% | +21.8% | -26.3% | -12.6% |
| 3M | -61.5% | +27.3% | -88.8% | -65.6% |
| 6M | +28.0% | -0.3% | +28.3% | +20.9% |
| YTD | +65.3% | -40.5% | +105.8% | +88.7% |
| 1Y | +113.0% | -61.5% | +174.5% | +191.2% |
| 3Y | +34.7% | +8.2% | +26.5% | -1.8% |
| All | -7.8% | -63.1% | +55.3% | +0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling