+102.7%
NOK vs EW
-29.9%
+132.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.2% |
| 7D | +9.3% | -5.1% | +14.5% | +10.4% |
| 30D | +17.9% | -6.4% | +24.2% | +19.3% |
| 3M | -22.3% | -1.6% | -20.8% | -22.4% |
| 6M | +36.4% | +2.3% | +34.1% | +35.0% |
| YTD | +66.3% | +1.1% | +65.2% | +64.9% |
| 1Y | +134.4% | +8.0% | +126.4% | +128.9% |
| 3Y | +186.6% | +16.3% | +170.2% | +160.2% |
| 5Y | +102.7% | -29.4% | +132.1% | +117.8% |
| All | +102.7% | -29.9% | +132.5% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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