-64.2%
NOK vs EW
+6,974.1%
-7,038.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.5% | +2.6% |
| 7D | -1.8% | -0.3% | -1.4% | -1.7% |
| 30D | +4.7% | +1.0% | +3.7% | +4.4% |
| 3M | -39.7% | +2.8% | -42.5% | -40.2% |
| 6M | +23.1% | +5.5% | +17.6% | +21.0% |
| YTD | +55.0% | +5.5% | +49.6% | +52.4% |
| 1Y | +118.0% | +11.0% | +107.0% | +111.4% |
| 3Y | +170.5% | +17.7% | +152.8% | +149.6% |
| 5Y | +84.9% | -25.7% | +110.6% | +87.7% |
| 10Y | +112.0% | +132.8% | -20.8% | +62.4% |
| All | -64.2% | +6,974.1% | -7,038.3% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling