+129.8%
NOK vs AR
+43.0%
+86.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +9.3% | -1.2% | +10.5% | +9.5% |
| 30D | +17.9% | +5.5% | +12.3% | +17.2% |
| 3M | -22.3% | +12.9% | -35.2% | -23.5% |
| 6M | +36.4% | +0.1% | +36.3% | +35.8% |
| YTD | +66.3% | +13.5% | +52.8% | +63.2% |
| 1Y | +134.4% | +21.6% | +112.9% | +127.6% |
| 3Y | +186.6% | +46.0% | +140.6% | +168.6% |
| 5Y | +102.7% | +143.7% | -41.1% | +77.3% |
| 10Y | +129.8% | +44.3% | +85.5% | +100.4% |
| All | +129.8% | +43.0% | +86.8% | +100.4% |
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