+102.7%
NOK vs DRI
+68.4%
+34.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +1.5% |
| 7D | +9.3% | -4.8% | +14.2% | +10.9% |
| 30D | +17.9% | -3.9% | +21.8% | +19.1% |
| 3M | -22.3% | +5.1% | -27.4% | -24.0% |
| 6M | +36.4% | +5.5% | +30.9% | +32.5% |
| YTD | +66.3% | +16.5% | +49.8% | +55.2% |
| 1Y | +134.4% | +2.0% | +132.4% | +129.2% |
| 3Y | +186.6% | +54.5% | +132.1% | +127.8% |
| 5Y | +102.7% | +66.6% | +36.1% | +50.7% |
| All | +102.7% | +68.4% | +34.3% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling