+1,578.5%
NOK vs ALL
+4,474.3%
-2,895.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.2% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | +4.7% | -1.5% | +6.2% | +4.9% |
| 3M | -39.7% | +23.6% | -63.3% | -45.9% |
| 6M | +23.1% | +22.3% | +0.7% | +10.7% |
| YTD | +55.0% | +26.5% | +28.5% | +36.9% |
| 1Y | +118.0% | +27.0% | +91.0% | +91.1% |
| 3Y | +170.5% | +149.6% | +20.9% | +72.4% |
| 5Y | +84.9% | +118.1% | -33.2% | +21.8% |
| 10Y | +112.0% | +369.0% | -257.0% | -1.8% |
| All | +1,578.5% | +4,474.3% | -2,895.7% | +302.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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