+96.8%
META vs NOK
+147.0%
-50.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +3.2% |
| 7D | +5.2% | +5.4% | -0.2% | +4.6% |
| 30D | -13.0% | -14.1% | +1.2% | -11.8% |
| 3M | +7.9% | -23.6% | +31.5% | +10.2% |
| 6M | +4.2% | -45.1% | +49.4% | +9.4% |
| YTD | -2.5% | +24.7% | -27.3% | -9.5% |
| 1Y | +5.6% | +19.0% | -13.5% | -1.3% |
| 3Y | +96.8% | +147.0% | -50.2% | +62.3% |
| All | +96.8% | +147.0% | -50.2% | +62.3% |
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