+1,148.4%
NOK vs DOC
+996.2%
+152.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -0.2% | -9.4% | -9.6% |
| 7D | -19.9% | +6.2% | -26.1% | -21.6% |
| 30D | -32.0% | +6.5% | -38.5% | -33.8% |
| 3M | -22.1% | -6.2% | -15.9% | -20.8% |
| 6M | -44.4% | +25.6% | -70.0% | -49.7% |
| YTD | +15.3% | +32.1% | -16.8% | +2.1% |
| 1Y | +8.9% | +20.3% | -11.4% | -0.4% |
| 3Y | +129.7% | +42.7% | +86.9% | +92.8% |
| 5Y | +43.9% | -22.2% | +66.1% | +49.3% |
| 10Y | +110.7% | +16.5% | +94.2% | +74.4% |
| All | +1,148.4% | +996.2% | +152.2% | +288.0% |
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 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