-35.9%
NOK vs A
+442.2%
-478.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.7% | +8.8% | +7.3% |
| 7D | +7.3% | -2.1% | +9.3% | +8.1% |
| 30D | +13.8% | +0.6% | +13.2% | +13.2% |
| 3M | -27.0% | +10.9% | -37.9% | -30.6% |
| 6M | +37.6% | +28.2% | +9.4% | +21.0% |
| YTD | +64.6% | +8.6% | +56.0% | +54.9% |
| 1Y | +132.0% | +15.5% | +116.5% | +111.3% |
| 3Y | +183.7% | +31.8% | +151.9% | +135.6% |
| 5Y | +101.3% | -14.9% | +116.2% | +99.6% |
| 10Y | +122.4% | +237.8% | -115.4% | +15.3% |
| All | -35.9% | +442.2% | -478.2% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling