+105.5%
NOK vs DD
+58.1%
+47.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +2.2% |
| 7D | +9.3% | -3.8% | +13.1% | +11.2% |
| 30D | +17.9% | -9.2% | +27.1% | +23.1% |
| 3M | -22.3% | -9.0% | -13.3% | -18.9% |
| 6M | +36.4% | -5.0% | +41.3% | +40.1% |
| YTD | +66.3% | +7.4% | +58.9% | +62.1% |
| 1Y | +134.4% | +35.1% | +99.3% | +106.6% |
| 3Y | +186.6% | +43.2% | +143.4% | +138.9% |
| All | +105.5% | +58.1% | +47.3% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling