+127.9%
NOK vs ALB
+32.4%
+95.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.2% |
| 7D | +5.4% | -5.8% | +11.1% | +6.7% |
| 30D | -14.1% | -4.5% | -9.6% | -13.4% |
| 3M | -23.6% | -28.1% | +4.5% | -18.3% |
| 6M | -45.1% | -53.2% | +8.0% | -35.8% |
| YTD | +24.7% | -33.3% | +58.0% | +34.0% |
| 1Y | +19.0% | -17.4% | +36.5% | +22.0% |
| 3Y | +147.0% | -14.1% | +161.2% | +133.8% |
| 5Y | +58.2% | -64.0% | +122.2% | +77.1% |
| All | +127.9% | +32.4% | +95.6% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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