+181.6%
NOK vs DRI
+56.7%
+124.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +6.4% |
| 7D | +7.3% | -1.2% | +8.5% | +7.4% |
| 30D | +13.8% | -0.4% | +14.2% | +13.8% |
| 3M | -27.0% | +9.5% | -36.5% | -28.1% |
| 6M | +37.6% | +6.5% | +31.1% | +35.9% |
| YTD | +64.6% | +18.4% | +46.2% | +58.7% |
| 1Y | +132.0% | +4.2% | +127.8% | +130.5% |
| All | +181.6% | +56.7% | +124.8% | +140.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling