+100.6%
NOK vs DAR
-8.5%
+109.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.9% | +3.2% | +5.4% |
| 7D | +7.3% | -0.9% | +8.1% | +7.5% |
| 30D | +13.8% | +13.0% | +0.8% | +10.0% |
| 3M | -27.0% | +15.0% | -42.0% | -29.9% |
| 6M | +37.6% | +26.8% | +10.8% | +29.0% |
| YTD | +64.6% | +86.4% | -21.8% | +39.8% |
| 1Y | +132.0% | +115.1% | +16.9% | +89.1% |
| 3Y | +183.7% | +14.6% | +169.0% | +165.6% |
| All | +100.6% | -8.5% | +109.1% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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