-45.1%
NOK vs ED
+16.0%
-61.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -0.5% |
| 7D | +5.4% | +2.1% | +3.3% | +8.5% |
| 30D | -14.1% | +10.4% | -24.6% | -0.4% |
| 3M | -23.6% | +12.5% | -36.1% | -10.6% |
| 6M | -45.1% | +14.9% | -60.1% | -34.0% |
| All | -45.1% | +16.0% | -61.2% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 6mo: compounded portfolio wealth divided by compounded ED 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…
6mo analysis · Full analysis span regression · 6 months rolling