+133.2%
NOK vs DBX
+19.3%
+114.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.4% |
| 7D | +9.3% | +0.3% | +9.1% | +9.1% |
| 30D | +17.9% | 0.0% | +17.9% | +17.5% |
| 3M | -22.3% | +26.1% | -48.4% | -27.8% |
| 6M | +36.4% | +29.4% | +7.0% | +24.6% |
| YTD | +66.3% | +24.4% | +41.9% | +53.4% |
| 1Y | +134.4% | +10.9% | +123.6% | +122.8% |
| 3Y | +186.6% | +24.1% | +162.5% | +153.4% |
| 5Y | +102.7% | +7.8% | +94.9% | +81.9% |
| All | +133.2% | +19.3% | +114.0% | +82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling