+118.0%
NOK vs ADI
+50.9%
+67.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.0% | +1.6% |
| 7D | -1.8% | +0.4% | -2.2% | -2.0% |
| 30D | +4.7% | -3.8% | +8.5% | +7.4% |
| 3M | -39.7% | -15.3% | -24.4% | -33.3% |
| 6M | +23.1% | +6.7% | +16.4% | +27.7% |
| YTD | +55.0% | +34.8% | +20.3% | +59.6% |
| 1Y | +118.0% | +49.0% | +69.0% | +123.6% |
| All | +118.0% | +50.9% | +67.1% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 1y: compounded portfolio wealth divided by compounded ADI 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…
1y analysis · Full analysis span regression · 6 months rolling