+21.3%
NOK vs DG
+45.3%
-24.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.5% | -11.1% | -0.3% |
| 7D | -10.4% | +12.3% | -22.7% | -7.5% |
| 30D | -19.0% | +19.3% | -38.3% | -15.5% |
| 3M | -16.7% | +11.9% | -28.6% | -14.0% |
| 6M | -37.1% | +25.0% | -62.1% | -33.6% |
| YTD | +27.7% | +8.7% | +18.9% | +34.9% |
| 1Y | +21.3% | +44.7% | -23.4% | +22.3% |
| All | +21.3% | +45.3% | -24.0% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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