+21.3%
NOK vs AR
+14.7%
+6.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.3% | +3.7% | -2.9% |
| 7D | -10.4% | -11.1% | +0.7% | -10.9% |
| 30D | -19.0% | +7.9% | -26.9% | -18.5% |
| 3M | -16.7% | +4.9% | -21.6% | -16.5% |
| 6M | -37.1% | -5.3% | -31.8% | -36.8% |
| YTD | +27.7% | +8.6% | +19.0% | +25.4% |
| 1Y | +21.3% | +13.7% | +7.6% | +18.0% |
| All | +21.3% | +14.7% | +6.6% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling