+138.6%
NOK vs A
+256.4%
-117.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.7% | +2.1% | +3.8% |
| 7D | +11.0% | -2.6% | +13.6% | +12.0% |
| 30D | +7.8% | -0.9% | +8.7% | +8.1% |
| 3M | -21.0% | +13.6% | -34.6% | -25.0% |
| 6M | +40.9% | +27.8% | +13.0% | +26.1% |
| YTD | +72.0% | +8.6% | +63.4% | +64.0% |
| 1Y | +140.9% | +16.9% | +124.0% | +121.5% |
| 3Y | +194.3% | +32.9% | +161.3% | +146.2% |
| 5Y | +112.5% | -14.1% | +126.6% | +112.4% |
| All | +138.6% | +256.4% | -117.9% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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