-37.4%
DOCS vs NOC
+60.8%
-98.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | -0.1% |
| 7D | +0.1% | +4.5% | -4.5% | +0.5% |
| 30D | +8.7% | +14.1% | -5.4% | +9.9% |
| 3M | +32.9% | -4.5% | +37.3% | +32.4% |
| 6M | +25.5% | -0.8% | +26.3% | +25.5% |
| YTD | -25.0% | -2.5% | -22.5% | -25.1% |
| 1Y | -34.9% | -0.1% | -34.8% | -34.8% |
| 3Y | +39.3% | +24.6% | +14.7% | +45.3% |
| 5Y | -54.8% | +65.6% | -120.4% | -47.3% |
| All | -37.4% | +60.8% | -98.1% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling