+1,578.5%
NOK vs EMR
+2,388.8%
-810.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +0.9% | +1.7% |
| 7D | -1.8% | -1.5% | -0.2% | -0.9% |
| 30D | +4.7% | -5.6% | +10.3% | +8.1% |
| 3M | -39.7% | +7.9% | -47.6% | -42.3% |
| 6M | +23.1% | +6.0% | +17.0% | +18.1% |
| YTD | +55.0% | +16.4% | +38.6% | +39.5% |
| 1Y | +118.0% | +16.6% | +101.4% | +94.7% |
| 3Y | +170.5% | +62.9% | +107.6% | +89.6% |
| 5Y | +84.9% | +60.1% | +24.8% | +29.1% |
| 10Y | +112.0% | +268.7% | -156.8% | -20.4% |
| All | +1,578.5% | +2,388.8% | -810.3% | +154.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling