-38.6%
NVTS vs DOCU
-71.3%
+32.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -2.0% | -13.8% | -14.9% |
| 7D | -14.6% | -3.2% | -11.4% | -13.3% |
| 30D | -34.3% | +15.7% | -50.0% | -38.7% |
| 3M | -36.4% | +37.3% | -73.6% | -45.9% |
| 6M | -55.2% | +63.1% | -118.3% | -66.4% |
| YTD | +10.1% | +15.4% | -5.3% | -4.3% |
| 1Y | -20.3% | +11.3% | -31.6% | -29.5% |
| 3Y | +27.4% | +92.1% | -64.7% | -22.3% |
| 5Y | -47.6% | -70.5% | +22.9% | -50.4% |
| All | -38.6% | -71.3% | +32.7% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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