+60.7%
NOK vs IT
-42.2%
+103.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | +5.4% | +1.1% | +4.3% | +5.3% |
| 30D | -14.1% | -1.8% | -12.3% | -14.5% |
| 3M | -23.6% | +4.8% | -28.4% | -24.9% |
| 6M | -45.1% | +33.0% | -78.2% | -48.7% |
| YTD | +24.7% | -23.8% | +48.6% | +32.0% |
| 1Y | +19.0% | -16.5% | +35.5% | +22.5% |
| 3Y | +147.0% | -53.6% | +200.7% | +198.0% |
| All | +60.7% | -42.2% | +103.0% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 5y: compounded portfolio wealth divided by compounded IT 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…
5y analysis · Full analysis span regression · 6 months rolling