-0.4%
NOK vs DG
+614.5%
-615.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | +5.4% | +0.3% | +5.1% | +5.3% |
| 30D | -14.1% | +3.2% | -17.4% | -14.7% |
| 3M | -23.6% | +10.4% | -34.0% | -24.9% |
| 6M | -45.1% | +33.2% | -78.3% | -47.7% |
| YTD | +24.7% | +3.0% | +21.8% | +22.9% |
| 1Y | +19.0% | +31.2% | -12.2% | +12.9% |
| 3Y | +147.0% | +21.8% | +125.2% | +128.6% |
| 5Y | +58.2% | -35.0% | +93.1% | +64.2% |
| 10Y | +122.3% | +106.0% | +16.2% | +80.4% |
| All | -0.4% | +614.5% | -615.0% | -42.7% |
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