+1,578.5%
NOK vs D
+1,464.4%
+114.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | -1.8% | +1.5% | -3.2% | -2.3% |
| 30D | +4.7% | -2.6% | +7.3% | +5.7% |
| 3M | -39.7% | 0.0% | -39.7% | -39.9% |
| 6M | +23.1% | +7.4% | +15.7% | +18.9% |
| YTD | +55.0% | +15.9% | +39.2% | +45.3% |
| 1Y | +118.0% | +18.1% | +99.9% | +102.2% |
| 3Y | +170.5% | +58.4% | +112.1% | +119.9% |
| 5Y | +84.9% | +5.2% | +79.7% | +73.5% |
| 10Y | +112.0% | +35.9% | +76.1% | +69.6% |
| All | +1,578.5% | +1,464.4% | +114.1% | +669.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling