+153.4%
NOK vs APA
+43.6%
+109.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.1% |
| 7D | +11.0% | +9.6% | +1.4% | +10.1% |
| 30D | -16.0% | -0.2% | -15.8% | -16.1% |
| 3M | -19.8% | +19.8% | -39.6% | -21.2% |
| 6M | -37.1% | +30.1% | -67.2% | -38.9% |
| YTD | +28.0% | +100.4% | -72.4% | +17.6% |
| 1Y | +17.9% | +105.2% | -87.3% | +7.9% |
| All | +153.4% | +43.6% | +109.9% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 3y: compounded portfolio wealth divided by compounded APA 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…
3y analysis · Full analysis span regression · 6 months rolling