+171.9%
NI vs DOC
+15.7%
+156.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -1.0% |
| 7D | -0.9% | +6.5% | -7.4% | -3.6% |
| 30D | +9.6% | +9.2% | +0.5% | +5.5% |
| 3M | +2.5% | -2.5% | +5.0% | +3.3% |
| 6M | -5.8% | +7.1% | -12.9% | -9.1% |
| YTD | +8.6% | +33.0% | -24.4% | -6.3% |
| 1Y | +6.0% | +23.3% | -17.3% | -5.4% |
| 3Y | +91.0% | +44.9% | +46.1% | +54.0% |
| 5Y | +104.8% | -21.6% | +126.4% | +118.9% |
| All | +171.9% | +15.7% | +156.2% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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