+21.3%
NOK vs DOW
+50.2%
-28.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.6% | -2.6% |
| 7D | -10.4% | -4.2% | -6.2% | -10.4% |
| 30D | -19.0% | +14.7% | -33.7% | -18.9% |
| 3M | -16.7% | +9.1% | -25.8% | -16.6% |
| 6M | -37.1% | -17.7% | -19.5% | -34.6% |
| YTD | +27.7% | +44.6% | -17.0% | +26.1% |
| 1Y | +21.3% | +51.9% | -30.6% | +18.4% |
| All | +21.3% | +50.2% | -28.9% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1y: compounded portfolio wealth divided by compounded DOW 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…
1y analysis · Full analysis span regression · 6 months rolling