+10.9%
NOK vs DOC
+20.9%
-10.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.8% |
| 7D | -10.5% | +6.5% | -17.0% | -9.8% |
| 30D | -27.9% | +9.2% | -37.0% | -27.0% |
| 3M | -18.8% | -2.5% | -16.3% | -18.2% |
| 6M | -41.9% | +7.1% | -49.0% | -41.7% |
| YTD | +18.4% | +33.0% | -14.6% | +18.2% |
| 1Y | +10.9% | +23.3% | -12.4% | +10.2% |
| All | +10.9% | +20.9% | -10.1% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling