+1,250.5%
NOK vs EMR
+2,619.3%
-1,368.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.6% |
| 7D | +5.4% | +2.8% | +2.5% | +3.7% |
| 30D | -14.1% | +3.7% | -17.8% | -15.5% |
| 3M | -23.6% | +2.0% | -25.6% | -24.0% |
| 6M | -45.1% | +22.1% | -67.2% | -50.8% |
| YTD | +24.7% | +27.2% | -2.5% | +7.4% |
| 1Y | +19.0% | +32.0% | -13.0% | +0.1% |
| 3Y | +147.0% | +103.3% | +43.8% | +53.4% |
| 5Y | +58.2% | +88.2% | -30.1% | +1.7% |
| 10Y | +122.3% | +280.4% | -158.2% | -16.9% |
| All | +1,250.5% | +2,619.3% | -1,368.8% | +95.9% |
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 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