-43.4%
NOK vs AS
-12.7%
-30.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -2.3% | -7.4% | -9.7% |
| 7D | -19.9% | +7.1% | -27.0% | -19.6% |
| 30D | -32.0% | +12.8% | -44.8% | -31.6% |
| 3M | -22.1% | -14.7% | -7.4% | -24.6% |
| All | -43.4% | -12.7% | -30.7% | -44.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling