+433.3%
META vs NOK
+131.9%
+301.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -2.5% |
| 7D | -0.2% | +2.2% | -2.4% | -0.7% |
| 30D | -15.4% | -14.7% | -0.6% | -12.6% |
| 3M | +5.0% | -10.6% | +15.6% | +6.3% |
| 6M | +5.2% | -39.4% | +44.5% | +14.2% |
| YTD | -4.5% | +30.4% | -34.9% | -16.4% |
| 1Y | +0.6% | +22.3% | -21.7% | -10.6% |
| 3Y | +93.1% | +157.6% | -64.5% | +34.8% |
| 5Y | +93.7% | +64.6% | +29.1% | +53.3% |
| 10Y | +433.3% | +132.5% | +300.9% | +254.8% |
| All | +433.3% | +131.9% | +301.4% | +254.8% |
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