+102.8%
NOK vs DOW
-36.0%
+138.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | +8.7% | -2.4% | +11.1% | +9.4% |
| 30D | +12.5% | -4.1% | +16.6% | +13.5% |
| 3M | -20.7% | -12.4% | -8.3% | -18.1% |
| 6M | +36.2% | -10.6% | +46.8% | +38.5% |
| YTD | +64.1% | +31.1% | +33.1% | +45.9% |
| 1Y | +132.4% | +30.5% | +101.9% | +104.9% |
| 3Y | +182.9% | -34.4% | +217.3% | +224.2% |
| 5Y | +102.8% | -35.5% | +138.3% | +129.3% |
| All | +102.8% | -36.0% | +138.8% | +129.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling