+130.6%
NOK vs ADP
+279.5%
-148.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.4% |
| 7D | +9.3% | -5.7% | +15.0% | +11.7% |
| 30D | +17.9% | -3.1% | +20.9% | +18.9% |
| 3M | -22.3% | +15.6% | -37.9% | -28.4% |
| 6M | +36.4% | +20.8% | +15.6% | +22.3% |
| YTD | +66.3% | +4.7% | +61.6% | +58.9% |
| 1Y | +134.4% | -8.3% | +142.7% | +138.2% |
| 3Y | +186.6% | +13.6% | +173.0% | +157.6% |
| 5Y | +102.7% | +45.0% | +57.7% | +59.6% |
| All | +130.6% | +279.5% | -148.9% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 10y: compounded portfolio wealth divided by compounded ADP 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…
10y analysis · Full analysis span regression · 6 months rolling