+138.6%
NOK vs DLR
+177.5%
-38.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.2% |
| 7D | +11.0% | +0.1% | +10.9% | +11.0% |
| 30D | +7.8% | -4.3% | +12.2% | +9.5% |
| 3M | -21.0% | +3.8% | -24.8% | -22.2% |
| 6M | +40.9% | +5.8% | +35.0% | +38.0% |
| YTD | +72.0% | +23.5% | +48.5% | +59.9% |
| 1Y | +140.9% | +11.1% | +129.8% | +131.2% |
| 3Y | +194.3% | +57.9% | +136.4% | +144.4% |
| 5Y | +112.5% | +44.0% | +68.6% | +77.7% |
| All | +138.6% | +177.5% | -38.9% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling