+129.9%
NOK vs EMR
+12.5%
+117.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.8% |
| 7D | +8.7% | -1.2% | +9.9% | +9.1% |
| 30D | +12.5% | -9.4% | +21.9% | +16.3% |
| 3M | -20.7% | +8.6% | -29.3% | -22.6% |
| 6M | +36.2% | +6.7% | +29.5% | +33.4% |
| YTD | +64.1% | +13.1% | +51.1% | +58.9% |
| All | +129.9% | +12.5% | +117.4% | +123.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling