+102.7%
NOK vs ALB
-43.9%
+146.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.9% | +1.6% |
| 7D | +9.3% | -8.6% | +17.9% | +11.3% |
| 30D | +17.9% | -4.0% | +21.9% | +18.5% |
| 3M | -22.3% | -17.4% | -4.9% | -19.5% |
| 6M | +36.4% | -25.4% | +61.7% | +43.5% |
| YTD | +66.3% | -10.5% | +76.8% | +68.2% |
| 1Y | +134.4% | +75.8% | +58.6% | +106.2% |
| 3Y | +186.6% | -28.5% | +215.1% | +192.3% |
| 5Y | +102.7% | -45.1% | +147.8% | +110.3% |
| All | +102.7% | -43.9% | +146.5% | +110.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling