+111.9%
NOK vs DOCN
+70.4%
+41.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -15.9% | +6.2% | -6.8% |
| 7D | -19.9% | -29.3% | +9.4% | -14.8% |
| 30D | -32.0% | -46.0% | +14.0% | -24.3% |
| 3M | -22.1% | -43.2% | +21.1% | -14.5% |
| 6M | -44.4% | -53.7% | +9.3% | -37.1% |
| YTD | +15.3% | +46.9% | -31.6% | +9.1% |
| 1Y | +8.9% | +54.3% | -45.4% | +2.2% |
| 3Y | +129.7% | +185.5% | -55.9% | +88.6% |
| 5Y | +43.9% | -31.1% | +75.0% | +29.1% |
| All | +111.9% | +70.4% | +41.5% | +83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling