+127.9%
NOK vs DLR
+188.2%
-60.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -1.9% |
| 7D | +5.4% | +3.3% | +2.0% | +4.2% |
| 30D | -14.1% | +4.6% | -18.7% | -15.2% |
| 3M | -23.6% | -8.3% | -15.3% | -20.8% |
| 6M | -45.1% | -5.6% | -39.5% | -43.9% |
| YTD | +24.7% | +18.7% | +6.0% | +18.3% |
| 1Y | +19.0% | +17.1% | +1.9% | +13.3% |
| 3Y | +147.0% | +54.4% | +92.7% | +108.2% |
| 5Y | +58.2% | +36.5% | +21.7% | +35.7% |
| All | +127.9% | +188.2% | -60.2% | +63.3% |
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