+82.8%
NOK vs DOCS
-19.3%
+102.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +2.1% |
| 7D | +2.2% | -4.2% | +6.4% | +2.5% |
| 30D | -14.7% | +8.6% | -23.4% | -15.2% |
| 3M | -10.6% | +27.2% | -37.8% | -12.4% |
| 6M | -39.4% | +26.5% | -65.9% | -41.1% |
| YTD | +30.4% | -25.0% | +55.4% | +32.7% |
| 1Y | +22.3% | -37.0% | +59.3% | +26.4% |
| 3Y | +157.6% | +39.4% | +118.2% | +134.2% |
| 5Y | +64.6% | -56.7% | +121.2% | +58.0% |
| All | +82.8% | -19.3% | +102.1% | +79.9% |
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