+60.7%
NOK vs DD
+67.2%
-6.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | +5.4% | +5.0% | +0.4% | +3.0% |
| 30D | -14.1% | +19.7% | -33.8% | -21.1% |
| 3M | -23.6% | +7.2% | -30.8% | -26.0% |
| 6M | -45.1% | +1.0% | -46.2% | -45.4% |
| YTD | +24.7% | +29.1% | -4.4% | +11.6% |
| 1Y | +19.0% | +28.5% | -9.5% | +6.7% |
| 3Y | +147.0% | +89.4% | +57.6% | +77.7% |
| All | +60.7% | +67.2% | -6.5% | +19.1% |
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 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