+1,578.5%
NOK vs B
+191.9%
+1,386.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +2.9% |
| 7D | -1.8% | -1.6% | -0.2% | -1.6% |
| 30D | +4.7% | +9.4% | -4.7% | +3.5% |
| 3M | -39.7% | +5.0% | -44.6% | -40.0% |
| 6M | +23.1% | -3.5% | +26.6% | +23.2% |
| YTD | +55.0% | +4.5% | +50.6% | +53.4% |
| 1Y | +118.0% | +67.8% | +50.3% | +104.4% |
| 3Y | +170.5% | +196.7% | -26.2% | +136.1% |
| 5Y | +84.9% | +151.9% | -67.1% | +62.6% |
| 10Y | +112.0% | +202.2% | -90.2% | +77.3% |
| All | +1,578.5% | +191.9% | +1,386.7% | +1,208.9% |
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