+43.9%
NOK vs DOCS
-54.0%
+97.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -4.3% | -5.4% | -9.3% |
| 7D | -19.9% | -1.3% | -18.5% | -19.8% |
| 30D | -32.0% | +19.4% | -51.4% | -32.9% |
| 3M | -22.1% | +53.4% | -75.5% | -25.4% |
| 6M | -44.4% | +28.8% | -73.2% | -46.2% |
| YTD | +15.3% | -25.1% | +40.4% | +17.7% |
| 1Y | +8.9% | -48.1% | +57.1% | +15.6% |
| 3Y | +129.7% | +51.4% | +78.3% | +101.2% |
| 5Y | +43.9% | -51.1% | +95.0% | +38.1% |
| All | +43.9% | -54.0% | +97.9% | +38.1% |
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