+140.9%
NOK vs DHI
-21.2%
+162.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.9% |
| 7D | +11.0% | -3.4% | +14.4% | +10.7% |
| 30D | +7.8% | -5.4% | +13.3% | +7.4% |
| 3M | -21.0% | -10.4% | -10.6% | -21.4% |
| 6M | +40.9% | -2.8% | +43.7% | +40.1% |
| YTD | +72.0% | -3.4% | +75.4% | +71.6% |
| 1Y | +140.9% | -22.9% | +163.8% | +129.2% |
| All | +140.9% | -21.2% | +162.1% | +129.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling