-50.3%
DOCS vs NOC
+50.8%
-101.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -3.0% |
| 7D | -1.4% | -5.2% | +3.8% | -1.9% |
| 30D | +21.8% | -7.2% | +29.0% | +21.1% |
| 3M | +27.3% | -5.1% | +32.4% | +26.7% |
| 6M | -0.3% | -31.1% | +30.7% | -3.8% |
| YTD | -40.5% | -8.6% | -31.9% | -40.9% |
| 1Y | -61.5% | -9.7% | -51.8% | -61.8% |
| 3Y | +8.2% | +24.3% | -16.1% | +13.4% |
| 5Y | -73.4% | +52.6% | -126.1% | -69.3% |
| All | -50.3% | +50.8% | -101.0% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling