+23.7%
NOK vs DG
+606.1%
-582.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.5% |
| 7D | -1.8% | +8.4% | -10.2% | -2.8% |
| 30D | +4.7% | +4.9% | -0.2% | +4.0% |
| 3M | -39.7% | +29.3% | -69.0% | -41.9% |
| 6M | +23.1% | -11.3% | +34.3% | +24.6% |
| YTD | +55.0% | +1.8% | +53.3% | +53.7% |
| 1Y | +118.0% | +25.3% | +92.7% | +108.7% |
| 3Y | +170.5% | +9.1% | +161.4% | +156.6% |
| 5Y | +84.9% | -34.9% | +119.7% | +92.3% |
| 10Y | +112.0% | +108.2% | +3.8% | +72.2% |
| All | +23.7% | +606.1% | -582.3% | -28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling