-37.1%
DOCS vs NOC
+61.1%
-98.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +2.6% | +4.8% | -2.3% | +3.0% |
| 30D | +11.4% | +11.0% | +0.4% | +12.4% |
| 3M | +25.4% | -3.8% | +29.2% | +25.1% |
| 6M | +42.5% | +0.6% | +41.9% | +42.7% |
| YTD | -24.7% | -2.3% | -22.4% | -24.8% |
| 1Y | -32.9% | +0.3% | -33.2% | -32.8% |
| 3Y | +39.6% | +24.6% | +15.0% | +45.6% |
| 5Y | -54.6% | +66.0% | -120.6% | -47.1% |
| All | -37.1% | +61.1% | -98.2% | -25.5% |
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