+110.0%
NOK vs DOC
+15.7%
+94.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.5% |
| 7D | -10.5% | +6.5% | -17.0% | -12.0% |
| 30D | -27.9% | +9.2% | -37.0% | -29.7% |
| 3M | -18.8% | -2.5% | -16.3% | -18.5% |
| 6M | -41.9% | +7.1% | -49.0% | -43.5% |
| YTD | +18.4% | +33.0% | -14.6% | +7.5% |
| 1Y | +10.9% | +23.3% | -12.4% | +2.8% |
| 3Y | +137.9% | +44.9% | +93.0% | +105.5% |
| 5Y | +47.8% | -21.6% | +69.4% | +52.2% |
| All | +110.0% | +15.7% | +94.3% | +93.3% |
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