-71.2%
NOK vs EW
+8,331.5%
-8,402.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.8% |
| 7D | +5.4% | +4.9% | +0.4% | +4.2% |
| 30D | -14.1% | +23.9% | -38.1% | -18.3% |
| 3M | -23.6% | +15.8% | -39.3% | -26.3% |
| 6M | -45.1% | +31.7% | -76.8% | -48.7% |
| YTD | +24.7% | +25.7% | -1.0% | +17.5% |
| 1Y | +19.0% | +24.4% | -5.4% | +12.3% |
| 3Y | +147.0% | +65.9% | +81.2% | +110.0% |
| 5Y | +58.2% | -7.6% | +65.8% | +52.6% |
| 10Y | +122.3% | +253.2% | -130.9% | +56.1% |
| All | -71.2% | +8,331.5% | -8,402.7% | -89.7% |
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