+180.8%
NOK vs DHR
-6.9%
+187.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | +8.7% | -5.0% | +13.7% | +9.3% |
| 30D | +12.5% | -3.3% | +15.8% | +12.9% |
| 3M | -20.7% | +9.4% | -30.2% | -22.5% |
| 6M | +36.2% | +3.2% | +33.0% | +35.1% |
| YTD | +64.1% | -12.0% | +76.2% | +68.9% |
| 1Y | +132.4% | +4.9% | +127.5% | +128.1% |
| All | +180.8% | -6.9% | +187.6% | +175.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling