+133.9%
NOK vs ARWR
+1,009.4%
-875.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.4% |
| 7D | +11.0% | -17.9% | +28.9% | +13.1% |
| 30D | -16.0% | -18.9% | +2.9% | -14.3% |
| 3M | -19.8% | -46.0% | +26.2% | -14.6% |
| 6M | -37.1% | -40.3% | +3.2% | -34.1% |
| YTD | +28.0% | -29.0% | +57.0% | +30.8% |
| 1Y | +17.9% | +13.8% | +4.1% | +13.7% |
| 3Y | +152.7% | +74.9% | +77.8% | +121.0% |
| 5Y | +62.3% | -36.2% | +98.5% | +52.6% |
| All | +133.9% | +1,009.4% | -875.5% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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