+143.6%
NOK vs AS
+125.3%
+18.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.5% |
| 7D | +11.0% | -3.6% | +14.6% | +11.6% |
| 30D | -16.0% | +3.4% | -19.4% | -16.4% |
| 3M | -19.8% | -8.6% | -11.2% | -19.0% |
| 6M | -37.1% | -10.0% | -27.1% | -36.6% |
| YTD | +28.0% | -19.2% | +47.1% | +30.5% |
| 1Y | +17.9% | -3.8% | +21.7% | +17.4% |
| All | +143.6% | +125.3% | +18.3% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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