+1,682.3%
NOK vs DD
+823.8%
+858.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.3% |
| 7D | +7.3% | -0.6% | +7.8% | +7.5% |
| 30D | +13.8% | -7.4% | +21.2% | +17.7% |
| 3M | -27.0% | -6.4% | -20.6% | -24.8% |
| 6M | +37.6% | -2.5% | +40.1% | +39.4% |
| YTD | +64.6% | +10.2% | +54.4% | +57.8% |
| 1Y | +132.0% | +36.9% | +95.1% | +101.3% |
| 3Y | +183.7% | +47.0% | +136.6% | +131.3% |
| 5Y | +101.3% | +63.1% | +38.1% | +54.7% |
| 10Y | +122.4% | +68.2% | +54.2% | +50.7% |
| All | +1,682.3% | +823.8% | +858.5% | +407.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling