+102.7%
NOK vs ARWR
+25.7%
+77.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.4% |
| 7D | +9.3% | -3.2% | +12.6% | +9.8% |
| 30D | +17.9% | -6.5% | +24.3% | +18.8% |
| 3M | -22.3% | +12.7% | -35.0% | -23.9% |
| 6M | +36.4% | +36.2% | +0.2% | +29.5% |
| YTD | +66.3% | +24.5% | +41.8% | +59.1% |
| 1Y | +134.4% | +198.0% | -63.6% | +94.8% |
| 3Y | +186.6% | +176.4% | +10.2% | +125.4% |
| 5Y | +102.7% | +26.6% | +76.1% | +75.3% |
| All | +102.7% | +25.7% | +77.0% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling