+1,181.9%
NOK vs D
+1,530.0%
-348.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.2% |
| 7D | -10.5% | +3.0% | -13.5% | -11.5% |
| 30D | -27.9% | +11.5% | -39.4% | -31.1% |
| 3M | -18.8% | +3.7% | -22.5% | -20.3% |
| 6M | -41.9% | +13.5% | -55.5% | -45.4% |
| YTD | +18.4% | +20.7% | -2.3% | +8.7% |
| 1Y | +10.9% | +18.2% | -7.4% | +2.4% |
| 3Y | +137.9% | +73.3% | +64.6% | +86.4% |
| 5Y | +47.8% | +12.3% | +35.5% | +34.7% |
| 10Y | +116.4% | +43.4% | +73.0% | +68.7% |
| All | +1,181.9% | +1,530.0% | -348.1% | +475.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling