+129.8%
NOK vs B
+200.3%
-70.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | +9.3% | +1.0% | +8.3% | +9.1% |
| 30D | +17.9% | +9.5% | +8.4% | +16.2% |
| 3M | -22.3% | +14.3% | -36.6% | -24.0% |
| 6M | +36.4% | -1.9% | +38.3% | +35.9% |
| YTD | +66.3% | +4.1% | +62.2% | +64.1% |
| 1Y | +134.4% | +56.1% | +78.3% | +119.7% |
| 3Y | +186.6% | +202.0% | -15.4% | +145.7% |
| 5Y | +102.7% | +158.8% | -56.1% | +74.3% |
| 10Y | +129.8% | +211.9% | -82.1% | +88.5% |
| All | +129.8% | +200.3% | -70.4% | +88.5% |
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