+132.5%
NOK vs AR
+58.9%
+73.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.1% |
| 7D | +2.2% | +2.1% | +0.1% | +2.0% |
| 30D | -14.7% | +4.5% | -19.3% | -15.2% |
| 3M | -10.6% | +1.0% | -11.6% | -10.9% |
| 6M | -39.4% | +4.4% | -43.8% | -39.9% |
| YTD | +30.4% | +10.9% | +19.6% | +28.1% |
| 1Y | +22.3% | +8.6% | +13.8% | +20.3% |
| 3Y | +157.6% | +48.5% | +109.1% | +140.9% |
| 5Y | +64.6% | +95.7% | -31.2% | +47.0% |
| 10Y | +132.5% | +55.5% | +77.0% | +108.7% |
| All | +132.5% | +58.9% | +73.5% | +108.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling