-64.9%
NOK vs ISRG
+18,108.6%
-18,173.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.8% |
| 7D | -1.8% | -1.6% | -0.2% | -1.5% |
| 30D | +4.7% | -2.3% | +7.0% | +5.0% |
| 3M | -39.7% | -12.4% | -27.2% | -38.5% |
| 6M | +23.1% | -26.8% | +49.9% | +29.3% |
| YTD | +55.0% | -35.3% | +90.3% | +67.0% |
| 1Y | +118.0% | -19.3% | +137.4% | +123.5% |
| 3Y | +170.5% | +18.1% | +152.4% | +153.1% |
| 5Y | +84.9% | +2.6% | +82.2% | +75.3% |
| 10Y | +112.0% | +379.4% | -267.4% | +47.7% |
| All | -64.9% | +18,108.6% | -18,173.5% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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