+1,762.6%
NOK vs DE
+11,091.5%
-9,328.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.9% |
| 7D | +11.0% | -2.6% | +13.5% | +12.0% |
| 30D | +7.8% | +9.0% | -1.2% | +3.8% |
| 3M | -21.0% | +19.1% | -40.2% | -26.7% |
| 6M | +40.9% | +14.4% | +26.5% | +32.6% |
| YTD | +72.0% | +45.9% | +26.1% | +46.3% |
| 1Y | +140.9% | +43.6% | +97.3% | +105.5% |
| 3Y | +194.3% | +75.9% | +118.4% | +126.9% |
| 5Y | +112.5% | +98.8% | +13.8% | +51.1% |
| 10Y | +137.7% | +861.4% | -723.7% | -18.7% |
| All | +1,762.6% | +11,091.5% | -9,328.8% | +164.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling