+120.4%
NOK vs EQX
+232.0%
-111.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.6% |
| 7D | +11.0% | -3.2% | +14.2% | +11.3% |
| 30D | +7.8% | +7.8% | +0.1% | +6.9% |
| 3M | -21.0% | +21.3% | -42.3% | -22.8% |
| 6M | +40.9% | -22.4% | +63.3% | +42.9% |
| YTD | +72.0% | -11.3% | +83.3% | +71.5% |
| 1Y | +140.9% | +13.5% | +127.4% | +133.9% |
| 3Y | +194.3% | +162.1% | +32.1% | +157.1% |
| 5Y | +112.5% | +84.2% | +28.3% | +82.6% |
| All | +120.4% | +232.0% | -111.6% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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