+74.8%
NOK vs DOCS
-19.0%
+93.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -3.0% | -2.6% |
| 7D | +5.4% | +2.6% | +2.8% | +5.2% |
| 30D | -14.1% | +11.4% | -25.6% | -14.8% |
| 3M | -23.6% | +25.4% | -49.0% | -25.0% |
| 6M | -45.1% | +42.5% | -87.7% | -47.1% |
| YTD | +24.7% | -24.7% | +49.4% | +26.9% |
| 1Y | +19.0% | -32.9% | +52.0% | +22.3% |
| 3Y | +147.0% | +39.6% | +107.4% | +124.6% |
| 5Y | +58.2% | -54.6% | +112.8% | +51.6% |
| All | +74.8% | -19.0% | +93.8% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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