+145.8%
NOK vs FIG
-71.6%
+217.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.4% | +7.0% | +2.6% |
| 7D | -1.8% | -16.3% | +14.5% | -2.1% |
| 30D | +4.7% | -14.3% | +19.0% | +4.6% |
| 3M | -39.7% | +7.2% | -46.8% | -38.9% |
| 6M | +23.1% | -18.6% | +41.7% | +26.4% |
| YTD | +55.0% | -35.5% | +90.5% | +60.6% |
| 1Y | +118.0% | -55.8% | +173.8% | +126.8% |
| All | +145.8% | -71.6% | +217.5% | +156.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling