+1,700.7%
NOK vs DTE
+2,649.3%
-948.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | +9.3% | 0.0% | +9.3% | +9.3% |
| 30D | +17.9% | -0.5% | +18.4% | +18.2% |
| 3M | -22.3% | -6.0% | -16.3% | -20.6% |
| 6M | +36.4% | -7.2% | +43.6% | +39.7% |
| YTD | +66.3% | +7.2% | +59.1% | +59.7% |
| 1Y | +134.4% | +4.1% | +130.4% | +127.7% |
| 3Y | +186.6% | +46.9% | +139.7% | +136.0% |
| 5Y | +102.7% | +32.9% | +69.8% | +72.5% |
| 10Y | +129.8% | +144.5% | -14.7% | +41.0% |
| All | +1,700.7% | +2,649.3% | -948.6% | +501.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling