+132.0%
NOK vs F
+24.7%
+107.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.2% | +10.4% | +6.9% |
| 7D | +7.3% | +1.2% | +6.1% | +6.9% |
| 30D | +13.8% | +1.2% | +12.6% | +13.3% |
| 3M | -27.0% | -5.7% | -21.3% | -26.6% |
| 6M | +37.6% | +17.9% | +19.7% | +31.4% |
| YTD | +64.6% | +10.4% | +54.2% | +55.5% |
| 1Y | +132.0% | +25.3% | +106.7% | +118.4% |
| All | +132.0% | +24.7% | +107.3% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 1y: compounded portfolio wealth divided by compounded F 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…
1y analysis · Full analysis span regression · 6 months rolling