+8.9%
NOK vs DOC
+21.7%
-12.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -0.2% | -9.4% | -9.7% |
| 7D | -19.9% | +6.2% | -26.1% | -19.2% |
| 30D | -32.0% | +6.5% | -38.5% | -31.3% |
| 3M | -22.1% | -6.2% | -15.9% | -21.8% |
| 6M | -44.4% | +25.6% | -70.0% | -44.5% |
| YTD | +15.3% | +32.1% | -16.8% | +15.3% |
| 1Y | +8.9% | +20.3% | -11.4% | +8.0% |
| All | +8.9% | +21.7% | -12.8% | +8.0% |
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