+64.6%
NOK vs DAR
-31.4%
+95.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.1% | -2.8% | +0.9% |
| 7D | +2.2% | +3.6% | -1.4% | +1.3% |
| 30D | -14.7% | -11.3% | -3.5% | -11.8% |
| 3M | -10.6% | -13.1% | +2.5% | -7.3% |
| 6M | -39.4% | -15.1% | -24.3% | -36.9% |
| YTD | +30.4% | +50.5% | -20.1% | +16.9% |
| 1Y | +22.3% | +57.9% | -35.6% | +8.1% |
| 3Y | +157.6% | +28.9% | +128.7% | +130.4% |
| 5Y | +64.6% | -31.4% | +96.0% | +72.1% |
| All | +64.6% | -31.4% | +95.9% | +72.1% |
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