+180.8%
NOK vs DT
+8.0%
+172.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.4% |
| 7D | +8.7% | -2.5% | +11.2% | +8.9% |
| 30D | +12.5% | +3.5% | +9.0% | +12.1% |
| 3M | -20.7% | +26.7% | -47.5% | -22.8% |
| 6M | +36.2% | +36.1% | 0.0% | +31.1% |
| YTD | +64.1% | +18.6% | +45.5% | +61.5% |
| 1Y | +132.4% | +7.9% | +124.5% | +131.1% |
| All | +180.8% | +8.0% | +172.8% | +158.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling