+137.9%
NOK vs DOCN
+189.9%
-52.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +2.2% |
| 7D | -10.5% | -19.2% | +8.6% | -6.5% |
| 30D | -27.9% | -43.1% | +15.2% | -19.5% |
| 3M | -18.8% | -40.7% | +21.9% | -10.4% |
| 6M | -41.9% | -55.0% | +13.1% | -33.4% |
| YTD | +18.4% | +50.6% | -32.2% | +15.9% |
| 1Y | +10.9% | +54.0% | -43.1% | +8.1% |
| 3Y | +137.9% | +203.9% | -66.0% | +99.5% |
| All | +137.9% | +189.9% | -52.0% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling