+138.6%
NOK vs DGX
+255.3%
-116.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.3% |
| 7D | +11.0% | -0.9% | +11.9% | +11.3% |
| 30D | +7.8% | -1.2% | +9.0% | +8.2% |
| 3M | -21.0% | +15.8% | -36.8% | -24.8% |
| 6M | +40.9% | +18.2% | +22.7% | +32.6% |
| YTD | +72.0% | +37.2% | +34.8% | +53.3% |
| 1Y | +140.9% | +30.4% | +110.6% | +118.0% |
| 3Y | +194.3% | +96.7% | +97.5% | +124.3% |
| 5Y | +112.5% | +67.2% | +45.4% | +70.0% |
| All | +138.6% | +255.3% | -116.8% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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