+194.3%
NOK vs DBX
+27.0%
+167.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.3% | +4.7% |
| 7D | +11.0% | +2.1% | +8.9% | +10.8% |
| 30D | +7.8% | +5.7% | +2.1% | +7.4% |
| 3M | -21.0% | +31.8% | -52.8% | -22.8% |
| 6M | +40.9% | +37.5% | +3.4% | +35.9% |
| YTD | +72.0% | +27.9% | +44.1% | +67.5% |
| 1Y | +140.9% | +15.0% | +125.9% | +137.5% |
| 3Y | +194.3% | +27.2% | +167.1% | +163.7% |
| All | +194.3% | +27.0% | +167.3% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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