+60.7%
NOK vs APA
+94.1%
-33.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.2% | -2.8% |
| 7D | +5.4% | +8.5% | -3.2% | +4.2% |
| 30D | -14.1% | +2.8% | -16.9% | -14.6% |
| 3M | -23.6% | +21.7% | -45.3% | -25.9% |
| 6M | -45.1% | +32.6% | -77.8% | -47.7% |
| YTD | +24.7% | +103.7% | -79.0% | +10.1% |
| 1Y | +19.0% | +101.8% | -82.8% | +5.1% |
| 3Y | +147.0% | +48.1% | +99.0% | +124.3% |
| All | +60.7% | +94.1% | -33.4% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling