+102.8%
NOK vs EMR
+62.1%
+40.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.8% |
| 7D | +8.7% | -1.2% | +9.9% | +9.2% |
| 30D | +12.5% | -9.4% | +21.9% | +17.1% |
| 3M | -20.7% | +8.6% | -29.3% | -23.4% |
| 6M | +36.2% | +6.7% | +29.5% | +32.2% |
| YTD | +64.1% | +13.1% | +51.1% | +54.3% |
| 1Y | +132.4% | +12.7% | +119.6% | +117.6% |
| 3Y | +182.9% | +58.1% | +124.8% | +114.8% |
| 5Y | +102.8% | +63.6% | +39.1% | +42.9% |
| All | +102.8% | +62.1% | +40.7% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling