+1,578.5%
NOK vs F
+332.5%
+1,246.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.2% |
| 7D | -1.8% | +5.3% | -7.1% | -3.4% |
| 30D | +4.7% | +4.6% | +0.1% | +3.0% |
| 3M | -39.7% | -3.7% | -36.0% | -39.0% |
| 6M | +23.1% | +16.8% | +6.2% | +16.0% |
| YTD | +55.0% | +15.3% | +39.7% | +45.9% |
| 1Y | +118.0% | +31.0% | +87.0% | +95.6% |
| 3Y | +170.5% | +45.4% | +125.1% | +125.9% |
| 5Y | +84.9% | +54.7% | +30.2% | +45.9% |
| 10Y | +112.0% | +98.2% | +13.8% | +42.8% |
| All | +1,578.5% | +332.5% | +1,246.1% | +569.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling