+134.3%
NOK vs DOCN
+91.6%
+42.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.6% |
| 7D | -2.7% | -12.1% | +9.4% | -0.5% |
| 30D | -20.4% | -41.0% | +20.7% | -12.8% |
| 3M | -9.6% | -38.7% | +29.1% | -2.1% |
| 6M | -35.6% | -51.5% | +15.8% | -28.0% |
| YTD | +27.5% | +65.3% | -37.7% | +18.1% |
| 1Y | +18.4% | +53.9% | -35.5% | +10.6% |
| 3Y | +151.8% | +215.6% | -63.8% | +103.2% |
| 5Y | +61.1% | -26.2% | +87.3% | +41.8% |
| All | +134.3% | +91.6% | +42.7% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling