+21.3%
NOK vs DHR
+11.6%
+9.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -2.4% |
| 7D | -10.4% | +0.4% | -10.8% | -10.4% |
| 30D | -19.0% | +6.2% | -25.2% | -18.2% |
| 3M | -16.7% | +20.8% | -37.6% | -13.9% |
| 6M | -37.1% | +35.5% | -72.6% | -36.3% |
| YTD | +27.7% | +3.2% | +24.4% | +41.2% |
| 1Y | +21.3% | +10.7% | +10.6% | +29.0% |
| All | +21.3% | +11.6% | +9.7% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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