+127.9%
NOK vs DOC
+20.6%
+107.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | +5.4% | -1.4% | +6.7% | +5.8% |
| 30D | -14.1% | +7.2% | -21.3% | -16.0% |
| 3M | -23.6% | -2.5% | -21.1% | -23.3% |
| 6M | -45.1% | +5.3% | -50.5% | -46.4% |
| YTD | +24.7% | +31.2% | -6.4% | +13.6% |
| 1Y | +19.0% | +21.9% | -2.9% | +10.6% |
| 3Y | +147.0% | +53.9% | +93.1% | +108.9% |
| 5Y | +58.2% | -21.7% | +79.9% | +63.1% |
| All | +127.9% | +20.6% | +107.3% | +107.8% |
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