+568.6%
NOK vs DGX
+8,631.6%
-8,063.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.7% |
| 7D | +8.7% | -3.5% | +12.2% | +9.9% |
| 30D | +12.5% | -2.7% | +15.2% | +13.4% |
| 3M | -20.7% | +13.9% | -34.6% | -24.6% |
| 6M | +36.2% | +16.0% | +20.1% | +28.0% |
| YTD | +64.1% | +34.9% | +29.2% | +46.1% |
| 1Y | +132.4% | +30.6% | +101.8% | +108.7% |
| 3Y | +182.9% | +93.0% | +89.9% | +118.5% |
| 5Y | +102.8% | +64.4% | +38.4% | +63.7% |
| 10Y | +126.8% | +248.1% | -121.3% | +37.5% |
| All | +568.6% | +8,631.6% | -8,063.0% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling