+138.6%
NOK vs DRI
+353.8%
-215.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.5% |
| 7D | +11.0% | -3.2% | +14.2% | +11.8% |
| 30D | +7.8% | -7.8% | +15.7% | +9.7% |
| 3M | -21.0% | +0.4% | -21.4% | -21.4% |
| 6M | +40.9% | +4.8% | +36.1% | +38.3% |
| YTD | +72.0% | +16.7% | +55.3% | +64.1% |
| 1Y | +140.9% | +1.5% | +139.4% | +136.9% |
| 3Y | +194.3% | +56.3% | +138.0% | +157.2% |
| 5Y | +112.5% | +66.4% | +46.1% | +81.5% |
| All | +138.6% | +353.8% | -215.3% | +77.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling