+1,682.3%
NOK vs DHR
+19,913.0%
-18,230.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.4% | +6.7% |
| 7D | +7.3% | -0.8% | +8.1% | +7.6% |
| 30D | +13.8% | +0.2% | +13.6% | +13.2% |
| 3M | -27.0% | +12.1% | -39.1% | -32.4% |
| 6M | +37.6% | +5.4% | +32.2% | +30.4% |
| YTD | +64.6% | -10.0% | +74.6% | +68.0% |
| 1Y | +132.0% | +4.1% | +127.9% | +118.8% |
| 3Y | +183.7% | -5.2% | +188.8% | +170.1% |
| 5Y | +101.3% | -28.2% | +129.5% | +116.7% |
| 10Y | +122.4% | +208.4% | -86.0% | +7.4% |
| All | +1,682.3% | +19,913.0% | -18,230.7% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling