+165.2%
NOK vs D
+63.9%
+101.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | -1.8% | +1.5% | -3.2% | -2.0% |
| 30D | +4.7% | -2.6% | +7.3% | +5.0% |
| 3M | -39.7% | 0.0% | -39.7% | -39.8% |
| 6M | +23.1% | +7.4% | +15.7% | +20.7% |
| YTD | +55.0% | +15.9% | +39.2% | +49.7% |
| 1Y | +118.0% | +18.1% | +99.9% | +108.9% |
| All | +165.2% | +63.9% | +101.3% | +119.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling