+60.7%
NOK vs DOCN
-29.3%
+90.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.2% | +1.6% | -1.7% |
| 7D | +5.4% | +19.1% | -13.7% | +1.8% |
| 30D | -14.1% | -21.0% | +6.9% | -10.3% |
| 3M | -23.6% | -34.7% | +11.2% | -17.8% |
| 6M | -45.1% | -45.8% | +0.6% | -39.4% |
| YTD | +24.7% | +79.4% | -54.7% | +12.7% |
| 1Y | +19.0% | +91.0% | -72.0% | +6.4% |
| 3Y | +147.0% | +237.5% | -90.4% | +91.3% |
| All | +60.7% | -29.3% | +90.0% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling