+183.7%
NOK vs ADP
+13.9%
+169.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.5% | +9.7% | +6.2% |
| 7D | +7.3% | -5.5% | +12.7% | +7.3% |
| 30D | +13.8% | -1.2% | +15.0% | +13.7% |
| 3M | -27.0% | +17.9% | -44.9% | -28.6% |
| 6M | +37.6% | +20.3% | +17.3% | +32.6% |
| YTD | +64.6% | +5.8% | +58.8% | +63.7% |
| 1Y | +132.0% | -7.7% | +139.7% | +140.1% |
| 3Y | +183.7% | +14.7% | +168.9% | +169.7% |
| All | +183.7% | +13.9% | +169.8% | +169.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling