+60.8%
NOK vs DOC
-20.2%
+81.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -2.7% | +4.3% | -7.1% | -3.7% |
| 30D | -20.4% | +9.2% | -29.5% | -22.3% |
| 3M | -9.6% | -0.8% | -8.8% | -9.6% |
| 6M | -35.6% | +7.1% | -42.7% | -37.3% |
| YTD | +27.5% | +34.0% | -6.5% | +14.8% |
| 1Y | +18.4% | +23.2% | -4.8% | +9.6% |
| 3Y | +151.8% | +53.6% | +98.2% | +103.6% |
| All | +60.8% | -20.2% | +81.1% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling