+60.7%
NOK vs DIA
+57.3%
+3.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.7% | -2.7% |
| 7D | +5.4% | +2.1% | +3.2% | +3.1% |
| 30D | -14.1% | +1.5% | -15.6% | -15.3% |
| 3M | -23.6% | -2.4% | -21.2% | -21.4% |
| 6M | -45.1% | +6.0% | -51.1% | -48.1% |
| YTD | +24.7% | +10.1% | +14.7% | +13.4% |
| 1Y | +19.0% | +11.8% | +7.2% | +6.5% |
| 3Y | +147.0% | +59.7% | +87.3% | +45.7% |
| All | +60.7% | +57.3% | +3.4% | -3.3% |
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