+140.9%
NOK vs DG
+19.2%
+121.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.3% | +3.5% | +5.0% |
| 7D | +11.0% | -6.5% | +17.4% | +10.0% |
| 30D | +7.8% | +4.2% | +3.7% | +8.4% |
| 3M | -21.0% | +9.5% | -30.5% | -20.2% |
| 6M | +40.9% | -13.1% | +54.0% | +44.4% |
| YTD | +72.0% | -4.8% | +76.9% | +75.8% |
| 1Y | +140.9% | +20.6% | +120.3% | +145.2% |
| All | +140.9% | +19.2% | +121.8% | +145.2% |
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