+6,688.4%
JPM vs NOK
+1,720.1%
+4,968.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.6% | -3.2% |
| 7D | -0.4% | +7.3% | -7.7% | -2.5% |
| 30D | -1.1% | +13.8% | -14.9% | -5.1% |
| 3M | +14.1% | -27.0% | +41.1% | +22.9% |
| 6M | +23.3% | +37.6% | -14.3% | +7.7% |
| YTD | +11.3% | +64.6% | -53.3% | -8.4% |
| 1Y | +23.0% | +132.0% | -109.0% | -10.2% |
| 3Y | +162.6% | +183.7% | -21.1% | +75.7% |
| 5Y | +152.8% | +101.3% | +51.5% | +84.7% |
| 10Y | +583.6% | +122.4% | +461.3% | +319.5% |
| All | +6,688.4% | +1,720.1% | +4,968.3% | +2,636.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling