+147.0%
NOK vs DLR
+54.1%
+92.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -1.8% |
| 7D | +5.4% | +3.3% | +2.0% | +4.2% |
| 30D | -14.1% | +4.6% | -18.7% | -15.0% |
| 3M | -23.6% | -8.3% | -15.3% | -21.4% |
| 6M | -45.1% | -5.6% | -39.5% | -43.9% |
| YTD | +24.7% | +18.7% | +6.0% | +21.6% |
| 1Y | +19.0% | +17.1% | +1.9% | +16.3% |
| 3Y | +147.0% | +54.4% | +92.7% | +114.9% |
| All | +147.0% | +54.1% | +92.9% | +114.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling