+161.4%
JPM vs NOK
+182.2%
-20.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -2.3% | +8.7% | -11.0% | -3.1% |
| 30D | -2.3% | +12.5% | -14.8% | -3.6% |
| 3M | +14.9% | -20.7% | +35.6% | +16.8% |
| 6M | +23.6% | +36.2% | -12.5% | +16.5% |
| YTD | +11.3% | +64.1% | -52.9% | +2.3% |
| 1Y | +19.9% | +132.4% | -112.5% | +2.9% |
| All | +161.4% | +182.2% | -20.7% | +117.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling