+21.3%
NOK vs B
+27.8%
-6.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.3% | -10.9% | -5.3% |
| 7D | -10.4% | +1.1% | -11.5% | -10.8% |
| 30D | -19.0% | +0.3% | -19.3% | -18.9% |
| 3M | -16.7% | +5.4% | -22.2% | -18.1% |
| 6M | -37.1% | +5.5% | -42.7% | -37.2% |
| YTD | +27.7% | -6.3% | +34.0% | +26.1% |
| 1Y | +21.3% | +29.4% | -8.1% | +6.3% |
| All | +21.3% | +27.8% | -6.5% | +6.3% |
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