+79.3%
NOK vs DOCS
-19.4%
+98.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +11.0% | +0.1% | +10.9% | +11.0% |
| 30D | -16.0% | +8.7% | -24.7% | -16.5% |
| 3M | -19.8% | +32.9% | -52.6% | -21.6% |
| 6M | -37.1% | +25.5% | -62.6% | -38.8% |
| YTD | +28.0% | -25.0% | +53.0% | +30.2% |
| 1Y | +17.9% | -34.9% | +52.8% | +21.5% |
| 3Y | +152.7% | +39.3% | +113.4% | +129.8% |
| 5Y | +62.3% | -54.8% | +117.1% | +55.6% |
| All | +79.3% | -19.4% | +98.7% | +76.5% |
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