+194.3%
NOK vs DGX
+96.4%
+97.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.8% |
| 7D | +11.0% | -0.9% | +11.9% | +10.9% |
| 30D | +7.8% | -1.2% | +9.0% | +7.8% |
| 3M | -21.0% | +15.8% | -36.8% | -21.1% |
| 6M | +40.9% | +18.2% | +22.7% | +40.5% |
| YTD | +72.0% | +37.2% | +34.8% | +67.5% |
| 1Y | +140.9% | +30.4% | +110.6% | +136.3% |
| 3Y | +194.3% | +96.7% | +97.5% | +156.7% |
| All | +194.3% | +96.4% | +97.8% | +156.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling