+140.9%
NOK vs DT
+6.2%
+134.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +4.8% |
| 7D | +11.0% | -1.6% | +12.6% | +10.9% |
| 30D | +7.8% | +3.0% | +4.8% | +8.0% |
| 3M | -21.0% | +26.5% | -47.5% | -20.8% |
| 6M | +40.9% | +35.9% | +5.0% | +41.3% |
| YTD | +72.0% | +17.8% | +54.2% | +76.3% |
| 1Y | +140.9% | +4.1% | +136.9% | +139.9% |
| All | +140.9% | +6.2% | +134.7% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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