+16.1%
JPM vs NOK
+19.5%
-3.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +4.3% |
| 7D | +3.8% | -10.4% | +14.2% | +4.4% |
| 30D | +6.5% | -19.0% | +25.5% | +7.6% |
| 3M | -1.0% | -16.7% | +15.7% | -0.3% |
| 6M | +15.5% | -37.1% | +52.7% | +17.1% |
| YTD | +11.4% | +27.7% | -16.3% | +6.4% |
| 1Y | +16.1% | +21.3% | -5.2% | +11.5% |
| All | +16.1% | +19.5% | -3.5% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling