+359.9%
CSCO vs NOK
+133.4%
+226.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | -1.1% | +8.7% | -9.8% | -3.1% |
| 30D | -10.8% | +12.5% | -23.3% | -13.5% |
| 3M | -9.2% | -20.7% | +11.5% | -4.9% |
| 6M | +39.5% | +36.2% | +3.4% | +26.6% |
| YTD | +41.5% | +64.1% | -22.6% | +22.4% |
| 1Y | +61.0% | +132.4% | -71.4% | +26.1% |
| 3Y | +105.2% | +182.9% | -77.7% | +50.3% |
| 5Y | +113.4% | +102.8% | +10.6% | +67.7% |
| All | +359.9% | +133.4% | +226.5% | +213.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 10y: compounded portfolio wealth divided by compounded NOK 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…
10y analysis · Full analysis span regression · 6 months rolling