+105.5%
NOK vs DLR
+41.8%
+63.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.1% |
| 7D | +9.3% | +2.9% | +6.5% | +8.4% |
| 30D | +17.9% | -1.2% | +19.0% | +18.4% |
| 3M | -22.3% | +2.9% | -25.2% | -23.2% |
| 6M | +36.4% | +6.7% | +29.7% | +33.4% |
| YTD | +66.3% | +23.9% | +42.4% | +55.0% |
| 1Y | +134.4% | +18.6% | +115.8% | +120.6% |
| 3Y | +186.6% | +59.7% | +126.9% | +135.9% |
| All | +105.5% | +41.8% | +63.7% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling