+138.6%
NOK vs DHI
+414.5%
-276.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.4% |
| 7D | +11.0% | -3.4% | +14.4% | +11.8% |
| 30D | +7.8% | -5.4% | +13.3% | +9.0% |
| 3M | -21.0% | -10.4% | -10.6% | -19.5% |
| 6M | +40.9% | -2.8% | +43.7% | +40.5% |
| YTD | +72.0% | -3.4% | +75.4% | +70.8% |
| 1Y | +140.9% | -22.9% | +163.8% | +151.2% |
| 3Y | +194.3% | +20.7% | +173.6% | +164.0% |
| 5Y | +112.5% | +62.1% | +50.4% | +70.5% |
| All | +138.6% | +414.5% | -276.0% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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