+1,578.5%
NOK vs DOC
+1,013.4%
+565.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.3% |
| 7D | -1.8% | -1.5% | -0.3% | -1.3% |
| 30D | +4.7% | -4.8% | +9.5% | +6.4% |
| 3M | -39.7% | +6.9% | -46.5% | -41.4% |
| 6M | +23.1% | +20.7% | +2.3% | +13.2% |
| YTD | +55.0% | +34.1% | +20.9% | +37.2% |
| 1Y | +118.0% | +22.6% | +95.4% | +97.9% |
| 3Y | +170.5% | +20.8% | +149.7% | +142.2% |
| 5Y | +84.9% | -24.9% | +109.7% | +95.1% |
| 10Y | +112.0% | -1.8% | +113.8% | +88.0% |
| All | +1,578.5% | +1,013.4% | +565.1% | +421.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling