+9.9%
NOK vs A
+3.1%
+6.7%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | N/A |
| 7D | -1.8% | -1.9% | +0.2% | N/A |
| All | +9.9% | +3.1% | +6.7% | N/A |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.
Cumulative Out/Under-Performance
Relative wealth over 1mo: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Cumulative alpha will appear once a trailing regression window supports a beta estimate.
Updating return analytics…
1mo analysis · Full analysis span regression · Available span rolling