+45.5%
NOK vs AR
+71.8%
-26.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.8% |
| 7D | -10.5% | -14.3% | +3.7% | -8.8% |
| 30D | -27.9% | +1.4% | -29.3% | -28.1% |
| 3M | -18.8% | +3.4% | -22.2% | -19.4% |
| 6M | -41.9% | -2.1% | -39.9% | -42.0% |
| YTD | +18.4% | +4.7% | +13.7% | +16.4% |
| 1Y | +10.9% | +10.6% | +0.3% | +7.9% |
| 3Y | +137.9% | +24.6% | +113.3% | +121.6% |
| All | +45.5% | +71.8% | -26.3% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling