+1,578.5%
NOK vs ARWR
-88.2%
+1,666.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.8% | +2.7% |
| 7D | -1.8% | +1.7% | -3.4% | -1.8% |
| 30D | +4.7% | -0.7% | +5.4% | +4.7% |
| 3M | -39.7% | +14.9% | -54.5% | -39.7% |
| 6M | +23.1% | +32.6% | -9.6% | +22.9% |
| YTD | +55.0% | +30.0% | +25.0% | +54.7% |
| 1Y | +118.0% | +208.4% | -90.3% | +116.6% |
| 3Y | +170.5% | +208.8% | -38.3% | +168.2% |
| 5Y | +84.9% | +27.8% | +57.0% | +83.8% |
| 10Y | +112.0% | +1,107.6% | -995.6% | +108.7% |
| All | +1,578.5% | -88.2% | +1,666.7% | +1,763.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling