+184.5%
NOK vs DIA
+58.1%
+126.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.7% |
| 7D | +9.3% | -1.2% | +10.6% | +10.5% |
| 30D | +17.9% | -2.7% | +20.5% | +20.7% |
| 3M | -22.3% | +3.3% | -25.6% | -24.5% |
| 6M | +36.4% | +10.4% | +25.9% | +25.2% |
| YTD | +66.3% | +10.0% | +56.3% | +53.2% |
| 1Y | +134.4% | +16.2% | +118.2% | +106.4% |
| All | +184.5% | +58.1% | +126.4% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling