+101.1%
NOK vs DOW
-17.0%
+118.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.1% | +6.9% | +5.4% |
| 7D | +11.0% | -1.4% | +12.4% | +11.4% |
| 30D | +7.8% | -3.9% | +11.8% | +8.8% |
| 3M | -21.0% | -12.7% | -8.3% | -18.5% |
| 6M | +40.9% | -13.7% | +54.6% | +44.8% |
| YTD | +72.0% | +28.4% | +43.6% | +54.2% |
| 1Y | +140.9% | +21.8% | +119.2% | +118.1% |
| 3Y | +194.3% | -35.7% | +230.0% | +223.1% |
| 5Y | +112.5% | -36.8% | +149.4% | +132.1% |
| All | +101.1% | -17.0% | +118.1% | +64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling