+106.1%
NI vs DOC
-22.1%
+128.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.6% | -1.8% |
| 7D | 0.0% | +6.2% | -6.3% | -2.1% |
| 30D | +10.0% | +6.5% | +3.5% | +7.6% |
| 3M | +4.3% | -6.2% | +10.5% | +6.4% |
| 6M | -6.5% | +25.6% | -32.1% | -15.0% |
| YTD | +9.3% | +32.1% | -22.8% | -3.0% |
| 1Y | +6.4% | +20.3% | -13.8% | -1.9% |
| 3Y | +89.1% | +42.7% | +46.3% | +57.5% |
| 5Y | +106.1% | -22.2% | +128.3% | +124.6% |
| All | +106.1% | -22.1% | +128.2% | +124.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling