+19.0%
NOK vs DRI
+34.4%
-15.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.5% |
| 7D | +5.4% | +1.1% | +4.3% | +5.5% |
| 30D | -14.1% | +9.7% | -23.8% | -12.5% |
| 3M | -23.6% | +3.2% | -26.8% | -22.6% |
| 6M | -45.1% | +20.6% | -65.7% | -43.6% |
| YTD | +24.7% | +28.3% | -3.5% | +26.1% |
| 1Y | +19.0% | +34.5% | -15.5% | +17.9% |
| All | +19.0% | +34.4% | -15.4% | +17.9% |
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