+1,578.5%
NOK vs ADI
+12,344.3%
-10,765.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.0% | +1.9% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | +4.7% | -3.8% | +8.5% | +6.5% |
| 3M | -39.7% | -15.3% | -24.4% | -34.5% |
| 6M | +23.1% | +6.7% | +16.4% | +20.7% |
| YTD | +55.0% | +34.8% | +20.3% | +36.8% |
| 1Y | +118.0% | +49.0% | +69.0% | +83.0% |
| 3Y | +170.5% | +108.1% | +62.4% | +87.1% |
| 5Y | +84.9% | +142.4% | -57.6% | +17.5% |
| 10Y | +112.0% | +589.9% | -477.9% | -21.8% |
| All | +1,578.5% | +12,344.3% | -10,765.7% | +114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling