+21.3%
NOK vs DIA
+15.0%
+6.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.7% | -6.1% |
| 7D | -10.4% | +1.6% | -12.0% | -12.0% |
| 30D | -19.0% | +4.1% | -23.1% | -22.8% |
| 3M | -16.7% | -1.0% | -15.7% | -15.7% |
| 6M | -37.1% | +9.7% | -46.8% | -42.7% |
| YTD | +27.7% | +12.2% | +15.5% | +12.6% |
| 1Y | +21.3% | +14.9% | +6.4% | +4.7% |
| All | +21.3% | +15.0% | +6.3% | +4.7% |
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