+569.2%
NOK vs DVA
+5,166.5%
-4,597.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.8% |
| 7D | +9.3% | +2.0% | +7.3% | +9.0% |
| 30D | +17.9% | -0.4% | +18.2% | +17.8% |
| 3M | -22.3% | -7.7% | -14.7% | -21.7% |
| 6M | +36.4% | +20.0% | +16.4% | +30.4% |
| YTD | +66.3% | +61.1% | +5.2% | +50.2% |
| 1Y | +134.4% | +33.9% | +100.6% | +118.4% |
| 3Y | +186.6% | +91.5% | +95.1% | +145.8% |
| 5Y | +102.7% | +41.8% | +60.9% | +79.1% |
| 10Y | +129.8% | +187.5% | -57.7% | +74.5% |
| All | +569.2% | +5,166.5% | -4,597.3% | +213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling