+123.7%
NOK vs B
+184.6%
-60.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.1% | +7.0% | +1.8% |
| 7D | -2.7% | +7.1% | -9.8% | -3.9% |
| 30D | -20.4% | -3.3% | -17.0% | -19.9% |
| 3M | -9.6% | -2.5% | -7.1% | -9.3% |
| 6M | -35.6% | -7.2% | -28.4% | -35.0% |
| YTD | +27.5% | -7.4% | +34.9% | +28.1% |
| 1Y | +18.4% | +16.4% | +1.9% | +15.3% |
| 3Y | +151.8% | +178.7% | -26.9% | +116.4% |
| 5Y | +61.1% | +121.7% | -60.6% | +40.0% |
| 10Y | +123.7% | +208.6% | -84.9% | +82.0% |
| All | +123.7% | +184.6% | -60.9% | +82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling