+180.8%
NOK vs DD
+41.5%
+139.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +8.7% | -2.9% | +11.6% | +9.9% |
| 30D | +12.5% | -11.5% | +24.0% | +17.9% |
| 3M | -20.7% | -5.4% | -15.3% | -18.9% |
| 6M | +36.2% | -6.9% | +43.1% | +40.7% |
| YTD | +64.1% | +6.9% | +57.3% | +62.8% |
| 1Y | +132.4% | +35.6% | +96.8% | +114.0% |
| All | +180.8% | +41.5% | +139.3% | +148.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling