+102.8%
NOK vs DBX
+8.4%
+94.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.6% |
| 7D | +8.7% | -1.8% | +10.5% | +9.0% |
| 30D | +12.5% | +2.8% | +9.7% | +11.6% |
| 3M | -20.7% | +26.8% | -47.5% | -25.6% |
| 6M | +36.2% | +32.8% | +3.4% | +25.0% |
| YTD | +64.1% | +26.1% | +38.1% | +52.7% |
| 1Y | +132.4% | +14.1% | +118.3% | +121.6% |
| 3Y | +182.9% | +25.7% | +157.1% | +148.7% |
| 5Y | +102.8% | +11.2% | +91.6% | +67.7% |
| All | +102.8% | +8.4% | +94.3% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling