+590.9%
JPM vs NOK
+144.6%
+446.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.8% | -4.0% | -0.1% |
| 7D | -0.7% | +11.0% | -11.6% | -2.6% |
| 30D | -2.5% | +7.8% | -10.3% | -4.0% |
| 3M | +14.1% | -21.0% | +35.2% | +18.1% |
| 6M | +25.1% | +40.9% | -15.8% | +13.6% |
| YTD | +12.1% | +72.0% | -59.9% | -2.6% |
| 1Y | +18.8% | +140.9% | -122.1% | -5.2% |
| 3Y | +163.4% | +194.3% | -30.8% | +97.9% |
| 5Y | +156.5% | +112.5% | +44.0% | +104.3% |
| All | +590.9% | +144.6% | +446.3% | +359.2% |
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 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