+120.8%
NOK vs DT
+97.2%
+23.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.1% | +9.3% | +6.8% |
| 7D | +7.3% | -4.9% | +12.1% | +8.2% |
| 30D | +13.8% | +2.7% | +11.1% | +13.0% |
| 3M | -27.0% | +20.0% | -47.0% | -29.9% |
| 6M | +37.6% | +28.0% | +9.6% | +29.3% |
| YTD | +64.6% | +16.0% | +48.6% | +57.5% |
| 1Y | +132.0% | +0.7% | +131.3% | +127.9% |
| 3Y | +183.7% | +6.2% | +177.5% | +170.2% |
| 5Y | +101.3% | -28.1% | +129.4% | +97.6% |
| All | +120.8% | +97.2% | +23.6% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling