+118.0%
NOK vs DIA
+19.6%
+98.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +3.3% |
| 7D | -1.8% | -0.2% | -1.6% | -1.6% |
| 30D | +4.7% | -1.5% | +6.2% | +6.7% |
| 3M | -39.7% | +3.8% | -43.4% | -42.1% |
| 6M | +23.1% | +10.3% | +12.8% | +10.8% |
| YTD | +55.0% | +12.1% | +42.9% | +37.6% |
| 1Y | +118.0% | +18.6% | +99.4% | +87.6% |
| All | +118.0% | +19.6% | +98.5% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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