+118.0%
NOK vs DRI
+6.9%
+111.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.6% |
| 7D | -1.8% | +0.6% | -2.3% | -1.6% |
| 30D | +4.7% | +3.8% | +0.9% | +5.7% |
| 3M | -39.7% | +13.0% | -52.7% | -38.1% |
| 6M | +23.1% | +8.3% | +14.8% | +25.5% |
| YTD | +55.0% | +20.6% | +34.4% | +63.0% |
| 1Y | +118.0% | +6.5% | +111.6% | +126.6% |
| All | +118.0% | +6.9% | +111.1% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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