+25.7%
NOK vs DLR
+3,595.7%
-3,569.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.3% | +2.6% |
| 7D | -1.8% | +1.6% | -3.3% | -2.3% |
| 30D | +4.7% | -3.4% | +8.1% | +6.1% |
| 3M | -39.7% | +0.5% | -40.2% | -40.0% |
| 6M | +23.1% | +4.6% | +18.5% | +20.8% |
| YTD | +55.0% | +23.4% | +31.6% | +43.3% |
| 1Y | +118.0% | +19.0% | +99.0% | +103.2% |
| 3Y | +170.5% | +56.5% | +114.0% | +123.9% |
| 5Y | +84.9% | +33.3% | +51.5% | +58.1% |
| 10Y | +112.0% | +165.1% | -53.2% | +36.9% |
| All | +25.7% | +3,595.7% | -3,569.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling