+133.9%
NOK vs B
+218.7%
-84.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.4% |
| 7D | +11.0% | -6.2% | +17.2% | +12.1% |
| 30D | -16.0% | -6.6% | -9.4% | -15.1% |
| 3M | -19.8% | -7.9% | -11.9% | -18.7% |
| 6M | -37.1% | -16.8% | -20.3% | -35.5% |
| YTD | +28.0% | -11.7% | +39.6% | +29.6% |
| 1Y | +17.9% | +3.5% | +14.5% | +16.9% |
| 3Y | +152.7% | +165.7% | -13.0% | +119.1% |
| 5Y | +62.3% | +108.4% | -46.1% | +42.4% |
| All | +133.9% | +218.7% | -84.8% | +96.5% |
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