+138.6%
NOK vs DG
+101.8%
+36.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.3% | +3.5% | +4.7% |
| 7D | +11.0% | -6.5% | +17.4% | +11.6% |
| 30D | +7.8% | +4.2% | +3.7% | +7.3% |
| 3M | -21.0% | +9.5% | -30.5% | -22.0% |
| 6M | +40.9% | -13.1% | +54.0% | +42.7% |
| YTD | +72.0% | -4.8% | +76.9% | +72.1% |
| 1Y | +140.9% | +20.6% | +120.3% | +133.3% |
| 3Y | +194.3% | +4.9% | +189.3% | +182.4% |
| 5Y | +112.5% | -37.9% | +150.4% | +125.8% |
| All | +138.6% | +101.8% | +36.8% | +101.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling