+195.1%
NOK vs ALAB
+490.6%
-295.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.8% | -7.1% | +1.5% |
| 7D | -1.8% | +7.2% | -9.0% | -2.6% |
| 30D | +4.7% | -2.5% | +7.2% | +4.9% |
| 3M | -39.7% | -13.3% | -26.3% | -38.9% |
| 6M | +23.1% | +172.8% | -149.8% | +15.2% |
| YTD | +55.0% | +86.6% | -31.6% | +47.0% |
| 1Y | +118.0% | +65.2% | +52.9% | +106.5% |
| All | +195.1% | +490.6% | -295.5% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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