+95.1%
META vs NOK
+136.5%
-41.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.8% | +0.6% |
| 7D | -0.8% | -10.5% | +9.7% | +0.3% |
| 30D | -15.4% | -27.9% | +12.5% | -12.9% |
| 3M | +3.5% | -18.8% | +22.3% | +5.2% |
| 6M | -0.3% | -41.9% | +41.7% | +3.8% |
| YTD | -7.3% | +18.4% | -25.7% | -13.5% |
| 1Y | -1.1% | +10.9% | -11.9% | -6.7% |
| 3Y | +95.1% | +137.9% | -42.8% | +59.0% |
| All | +95.1% | +136.5% | -41.4% | +59.0% |
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