+127.9%
NOK vs DRI
+331.7%
-203.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +5.4% | +1.1% | +4.3% | +5.1% |
| 30D | -14.1% | +9.7% | -23.8% | -16.0% |
| 3M | -23.6% | +3.2% | -26.8% | -24.5% |
| 6M | -45.1% | +20.6% | -65.7% | -48.0% |
| YTD | +24.7% | +28.3% | -3.5% | +16.0% |
| 1Y | +19.0% | +34.5% | -15.5% | +9.3% |
| 3Y | +147.0% | +66.5% | +80.5% | +111.9% |
| 5Y | +58.2% | +79.6% | -21.5% | +32.1% |
| All | +127.9% | +331.7% | -203.8% | +59.3% |
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