+118.0%
NOK vs DE
+49.4%
+68.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -1.8% | +10.0% | -11.8% | -3.8% |
| 30D | +4.7% | +13.3% | -8.6% | +1.7% |
| 3M | -39.7% | +17.5% | -57.2% | -41.7% |
| 6M | +23.1% | +13.6% | +9.5% | +18.8% |
| YTD | +55.0% | +49.8% | +5.2% | +58.5% |
| 1Y | +118.0% | +47.9% | +70.2% | +119.5% |
| All | +118.0% | +49.4% | +68.7% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling