+184.5%
NOK vs EMR
+60.1%
+124.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | +9.3% | +0.9% | +8.4% | +9.0% |
| 30D | +17.9% | -5.0% | +22.8% | +19.6% |
| 3M | -22.3% | +5.9% | -28.2% | -23.6% |
| 6M | +36.4% | +7.3% | +29.0% | +33.4% |
| YTD | +66.3% | +14.6% | +51.7% | +59.2% |
| 1Y | +134.4% | +15.6% | +118.8% | +123.2% |
| All | +184.5% | +60.1% | +124.4% | +138.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling