-38.0%
DOCS vs NOC
+57.8%
-95.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +1.3% |
| 7D | 0.0% | -2.9% | +2.9% | -0.2% |
| 30D | +7.8% | +12.1% | -4.4% | +8.9% |
| 3M | +20.0% | -5.3% | +25.2% | +19.5% |
| 6M | +26.5% | -1.0% | +27.5% | +26.5% |
| YTD | -25.8% | -4.3% | -21.5% | -26.0% |
| 1Y | -39.5% | -3.6% | -35.8% | -39.6% |
| 3Y | +60.3% | +22.9% | +37.4% | +67.1% |
| 5Y | -57.0% | +60.4% | -117.4% | -50.4% |
| All | -38.0% | +57.8% | -95.8% | -26.7% |
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