+194.3%
NOK vs DTE
+43.4%
+150.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.3% | +6.1% | +5.0% |
| 7D | +11.0% | -2.6% | +13.5% | +11.5% |
| 30D | +7.8% | -4.4% | +12.2% | +8.7% |
| 3M | -21.0% | -8.3% | -12.7% | -20.2% |
| 6M | +40.9% | -8.1% | +49.0% | +42.0% |
| YTD | +72.0% | +4.4% | +67.6% | +67.1% |
| 1Y | +140.9% | +0.2% | +140.7% | +136.4% |
| 3Y | +194.3% | +42.6% | +151.6% | +147.3% |
| All | +194.3% | +43.4% | +150.8% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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