+140.9%
NOK vs DIA
+16.9%
+124.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +3.7% |
| 7D | +11.0% | -1.6% | +12.5% | +12.9% |
| 30D | +7.8% | -2.0% | +9.9% | +10.3% |
| 3M | -21.0% | +3.6% | -24.6% | -24.2% |
| 6M | +40.9% | +11.5% | +29.4% | +26.0% |
| YTD | +72.0% | +10.4% | +61.7% | +55.3% |
| 1Y | +140.9% | +15.6% | +125.3% | +116.2% |
| All | +140.9% | +16.9% | +124.1% | +116.2% |
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