+118.0%
NOK vs B
+70.0%
+48.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.2% |
| 7D | -1.8% | -1.6% | -0.2% | -1.4% |
| 30D | +4.7% | +9.4% | -4.7% | +2.2% |
| 3M | -39.7% | +5.0% | -44.6% | -40.9% |
| 6M | +23.1% | -3.5% | +26.6% | +21.6% |
| YTD | +55.0% | +4.5% | +50.6% | +51.1% |
| 1Y | +118.0% | +67.8% | +50.3% | +109.0% |
| All | +118.0% | +70.0% | +48.1% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling