+114.8%
CSCO vs NOK
+103.7%
+11.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | 0.0% | +9.3% | -9.4% | -2.4% |
| 30D | -10.7% | +17.9% | -28.6% | -14.7% |
| 3M | -8.7% | -22.3% | +13.6% | -3.5% |
| 6M | +44.9% | +36.4% | +8.5% | +29.7% |
| YTD | +44.1% | +66.3% | -22.2% | +22.0% |
| 1Y | +65.9% | +134.4% | -68.6% | +24.6% |
| 3Y | +109.0% | +186.6% | -77.6% | +44.8% |
| 5Y | +114.8% | +102.7% | +12.1% | +66.2% |
| All | +114.8% | +103.7% | +11.0% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling