-45.1%
NOK vs DIA
+6.2%
-51.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.7% | -2.8% |
| 7D | +5.4% | +2.1% | +3.2% | +1.9% |
| 30D | -14.1% | +1.5% | -15.6% | -15.8% |
| 3M | -23.6% | -2.4% | -21.2% | -19.8% |
| 6M | -45.1% | +6.0% | -51.1% | -52.4% |
| All | -45.1% | +6.2% | -51.3% | -52.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling