+102.8%
NOK vs DIA
+61.6%
+41.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.6% |
| 7D | +8.7% | -3.0% | +11.7% | +12.2% |
| 30D | +12.5% | -3.0% | +15.5% | +16.0% |
| 3M | -20.7% | +4.5% | -25.2% | -24.3% |
| 6M | +36.2% | +9.8% | +26.4% | +23.9% |
| YTD | +64.1% | +9.3% | +54.8% | +50.0% |
| 1Y | +132.4% | +16.0% | +116.4% | +99.7% |
| 3Y | +182.9% | +57.7% | +125.1% | +69.8% |
| 5Y | +102.8% | +63.8% | +39.0% | +17.0% |
| All | +102.8% | +61.6% | +41.2% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling