+123.8%
NOK vs DOC
+21.1%
+102.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.8% | +5.0% | +6.3% |
| 7D | -1.4% | +5.9% | -7.3% | -2.9% |
| 30D | -21.0% | +10.3% | -31.3% | -23.3% |
| 3M | -12.6% | -2.2% | -10.4% | -12.4% |
| 6M | -36.2% | +8.2% | -44.4% | -38.0% |
| YTD | +26.4% | +35.4% | -8.9% | +14.3% |
| 1Y | +19.6% | +23.6% | -4.0% | +10.9% |
| 3Y | +152.6% | +57.3% | +95.3% | +113.0% |
| 5Y | +57.3% | -19.6% | +76.9% | +60.9% |
| 10Y | +123.8% | +20.8% | +103.0% | +105.9% |
| All | +123.8% | +21.1% | +102.7% | +105.9% |
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