+105.5%
NOK vs A
-15.6%
+121.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.5% | +1.5% |
| 7D | +9.3% | -4.4% | +13.7% | +10.8% |
| 30D | +17.9% | -2.7% | +20.5% | +18.7% |
| 3M | -22.3% | +7.0% | -29.4% | -24.3% |
| 6M | +36.4% | +24.6% | +11.8% | +24.9% |
| YTD | +66.3% | +7.0% | +59.3% | +60.9% |
| 1Y | +134.4% | +15.6% | +118.8% | +118.6% |
| 3Y | +186.6% | +29.9% | +156.7% | +142.9% |
| All | +105.5% | -15.6% | +121.1% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling