+97.8%
NOK vs FIG
-77.1%
+174.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -2.5% |
| 7D | +5.4% | +3.4% | +2.0% | +5.4% |
| 30D | -14.1% | -9.5% | -4.7% | -14.2% |
| 3M | -23.6% | -26.2% | +2.6% | -23.9% |
| 6M | -45.1% | +2.7% | -47.8% | -45.0% |
| YTD | +24.7% | -48.0% | +72.7% | +28.7% |
| 1Y | +19.0% | -52.0% | +71.1% | +23.0% |
| All | +97.8% | -77.1% | +174.9% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 3y: compounded portfolio wealth divided by compounded FIG 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…
3y analysis · Full analysis span regression · 6 months rolling