+194.3%
NOK vs DVA
+89.6%
+104.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +11.0% | -1.3% | +12.3% | +11.0% |
| 30D | +7.8% | 0.0% | +7.8% | +7.8% |
| 3M | -21.0% | -10.9% | -10.1% | -20.8% |
| 6M | +40.9% | +17.3% | +23.6% | +38.5% |
| YTD | +72.0% | +59.8% | +12.2% | +63.7% |
| 1Y | +140.9% | +36.3% | +104.7% | +133.3% |
| 3Y | +194.3% | +88.6% | +105.7% | +171.7% |
| All | +194.3% | +89.6% | +104.6% | +171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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