+526.1%
NOK vs FIVE
+873.2%
-347.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -2.7% | +7.3% | -10.0% | -3.9% |
| 30D | -20.4% | +18.1% | -38.4% | -22.6% |
| 3M | -9.6% | +7.7% | -17.4% | -11.1% |
| 6M | -35.6% | +13.6% | -49.3% | -37.6% |
| YTD | +27.5% | +34.6% | -7.1% | +19.6% |
| 1Y | +18.4% | +66.2% | -47.9% | +6.8% |
| 3Y | +151.8% | +43.5% | +108.3% | +122.7% |
| 5Y | +61.1% | +20.7% | +40.5% | +43.0% |
| 10Y | +123.7% | +541.5% | -417.8% | +45.5% |
| All | +526.1% | +873.2% | -347.1% | +254.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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