+1,268.9%
NOK vs C
+374.8%
+894.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.5% | +4.3% | +5.9% |
| 7D | -1.4% | -0.9% | -0.5% | -1.0% |
| 30D | -21.0% | -5.4% | -15.6% | -19.3% |
| 3M | -12.6% | -9.2% | -3.5% | -9.3% |
| 6M | -36.2% | -1.8% | -34.4% | -35.4% |
| YTD | +26.4% | +6.7% | +19.7% | +23.6% |
| 1Y | +19.6% | +23.5% | -3.9% | +10.8% |
| 3Y | +152.6% | +219.8% | -67.2% | +62.3% |
| 5Y | +57.3% | +112.4% | -55.1% | +16.2% |
| 10Y | +123.8% | +220.1% | -96.3% | +32.1% |
| All | +1,268.9% | +374.8% | +894.2% | +434.5% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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