+129.8%
NOK vs ALB
+80.1%
+49.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.9% | +1.6% |
| 7D | +9.3% | -8.6% | +17.9% | +11.4% |
| 30D | +17.9% | -4.0% | +21.9% | +18.6% |
| 3M | -22.3% | -17.4% | -4.9% | -19.3% |
| 6M | +36.4% | -25.4% | +61.7% | +44.0% |
| YTD | +66.3% | -10.5% | +76.8% | +68.0% |
| 1Y | +134.4% | +75.8% | +58.6% | +103.2% |
| 3Y | +186.6% | -28.5% | +215.1% | +185.9% |
| 5Y | +102.7% | -45.1% | +147.8% | +106.5% |
| 10Y | +129.8% | +87.3% | +42.5% | +54.1% |
| All | +129.8% | +80.1% | +49.7% | +54.1% |
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