-45.1%
NOK vs A
+54.7%
-99.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.7% |
| 7D | +5.4% | -0.5% | +5.8% | +5.5% |
| 30D | -14.1% | 0.0% | -14.1% | -13.7% |
| 3M | -23.6% | +16.7% | -40.3% | -23.6% |
| 6M | -45.1% | +54.8% | -100.0% | -44.8% |
| All | -45.1% | +54.7% | -99.8% | -44.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling