+21.3%
NOK vs D
+23.9%
-2.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -0.9% |
| 7D | -10.4% | +8.5% | -18.9% | -7.5% |
| 30D | -19.0% | +14.3% | -33.3% | -15.1% |
| 3M | -16.7% | +1.8% | -18.5% | -14.6% |
| 6M | -37.1% | +13.0% | -50.2% | -35.6% |
| YTD | +27.7% | +22.7% | +4.9% | +32.1% |
| 1Y | +21.3% | +22.6% | -1.3% | +25.0% |
| All | +21.3% | +23.9% | -2.6% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling