+5,583.2%
NI vs DOC
+2,934.4%
+2,648.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +0.6% |
| 7D | +3.9% | +8.7% | -4.8% | +1.5% |
| 30D | +15.3% | +7.6% | +7.6% | +12.8% |
| 3M | +2.4% | -5.3% | +7.7% | +3.8% |
| 6M | -4.5% | +27.6% | -32.1% | -11.8% |
| YTD | +11.4% | +32.4% | -21.0% | +1.6% |
| 1Y | +8.5% | +22.9% | -14.4% | +1.0% |
| 3Y | +92.7% | +43.1% | +49.6% | +70.0% |
| 5Y | +112.1% | -21.4% | +133.5% | +120.0% |
| 10Y | +183.8% | +16.8% | +167.0% | +160.4% |
| All | +5,583.2% | +2,934.4% | +2,648.8% | +3,025.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling