+1,268.9%
NOK vs B
+175.7%
+1,093.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.2% | +2.6% | +6.3% |
| 7D | -1.4% | +11.3% | -12.8% | -2.7% |
| 30D | -21.0% | +2.9% | -24.0% | -21.3% |
| 3M | -12.6% | -2.9% | -9.8% | -12.3% |
| 6M | -36.2% | -1.2% | -35.0% | -36.1% |
| YTD | +26.4% | -1.3% | +27.8% | +26.1% |
| 1Y | +19.6% | +30.4% | -10.8% | +15.6% |
| 3Y | +152.6% | +195.3% | -42.7% | +121.0% |
| 5Y | +57.3% | +146.2% | -88.9% | +38.9% |
| 10Y | +123.8% | +200.5% | -76.7% | +88.1% |
| All | +1,268.9% | +175.7% | +1,093.2% | +975.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling