+133.0%
NI vs DOC
-2.1%
+135.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.1% |
| 7D | +2.0% | -1.5% | +3.5% | +2.7% |
| 30D | -3.5% | -4.8% | +1.2% | -1.6% |
| 3M | -9.1% | +6.9% | -16.0% | -12.1% |
| 6M | -11.8% | +20.7% | -32.6% | -20.1% |
| YTD | +1.1% | +34.1% | -33.1% | -13.0% |
| 1Y | +6.7% | +22.6% | -15.9% | -4.5% |
| 3Y | +71.1% | +20.8% | +50.3% | +50.6% |
| 5Y | +94.3% | -24.9% | +119.2% | +112.3% |
| All | +133.0% | -2.1% | +135.1% | +129.0% |
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