+52.6%
DOCS vs NOC
+16.8%
+35.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.8% | -5.8% | +5.1% | -0.8% |
| 30D | +17.4% | +10.9% | +6.5% | +17.3% |
| 3M | +57.4% | -7.1% | +64.5% | +57.2% |
| 6M | +26.5% | -5.3% | +31.9% | +26.3% |
| YTD | -26.6% | -6.8% | -19.8% | -27.2% |
| 1Y | -48.1% | -6.7% | -41.3% | -48.5% |
| 3Y | +52.6% | +17.2% | +35.4% | +49.1% |
| All | +52.6% | +16.8% | +35.8% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling