+138.6%
NOK vs DD
+66.6%
+72.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.9% |
| 7D | +11.0% | -3.5% | +14.5% | +12.4% |
| 30D | +7.8% | -11.7% | +19.5% | +12.8% |
| 3M | -21.0% | -9.2% | -11.8% | -18.1% |
| 6M | +40.9% | -7.2% | +48.1% | +45.2% |
| YTD | +72.0% | +6.6% | +65.4% | +68.7% |
| 1Y | +140.9% | +32.0% | +108.9% | +118.5% |
| 3Y | +194.3% | +42.1% | +152.1% | +154.4% |
| 5Y | +112.5% | +58.1% | +54.5% | +75.0% |
| All | +138.6% | +66.6% | +72.0% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling