+45.5%
NOK vs DOCS
-51.8%
+97.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +2.8% |
| 7D | -10.5% | -0.8% | -9.8% | -10.5% |
| 30D | -27.9% | +17.4% | -45.3% | -28.8% |
| 3M | -18.8% | +57.4% | -76.1% | -22.4% |
| 6M | -41.9% | +26.5% | -68.5% | -43.7% |
| YTD | +18.4% | -26.6% | +45.0% | +21.1% |
| 1Y | +10.9% | -48.1% | +58.9% | +17.5% |
| 3Y | +137.9% | +52.6% | +85.3% | +107.9% |
| All | +45.5% | -51.8% | +97.4% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling