+18.4%
NOK vs AR
+9.7%
+8.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.3% | +3.4% | +7.7% |
| 7D | -2.7% | -5.8% | +3.0% | -3.0% |
| 30D | -20.4% | +4.8% | -25.2% | -20.1% |
| 3M | -9.6% | +1.5% | -11.1% | -9.5% |
| 6M | -35.6% | +4.7% | -40.3% | -35.4% |
| YTD | +27.5% | +9.2% | +18.3% | +24.9% |
| 1Y | +18.4% | +11.2% | +7.2% | +14.8% |
| All | +18.4% | +9.7% | +8.7% | +14.8% |
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