+138.6%
NOK vs EMR
+284.0%
-145.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.2% | +3.7% |
| 7D | +11.0% | -0.4% | +11.4% | +11.2% |
| 30D | +7.8% | -6.8% | +14.6% | +11.0% |
| 3M | -21.0% | +7.5% | -28.5% | -23.4% |
| 6M | +40.9% | +9.9% | +31.0% | +35.0% |
| YTD | +72.0% | +16.0% | +56.1% | +59.9% |
| 1Y | +140.9% | +12.4% | +128.5% | +125.9% |
| 3Y | +194.3% | +60.2% | +134.0% | +128.3% |
| 5Y | +112.5% | +67.9% | +44.7% | +59.5% |
| All | +138.6% | +284.0% | -145.4% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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