+115.1%
NOK vs IT
-42.9%
+158.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.3% | -0.5% | +4.2% |
| 7D | +11.0% | -3.7% | +14.6% | +11.4% |
| 30D | +7.8% | +0.1% | +7.8% | +7.5% |
| 3M | -21.0% | +20.7% | -41.7% | -24.2% |
| 6M | +40.9% | +12.0% | +28.9% | +36.2% |
| YTD | +72.0% | -28.8% | +100.8% | +84.7% |
| 1Y | +140.9% | -25.5% | +166.4% | +153.3% |
| 3Y | +194.3% | -48.8% | +243.0% | +231.0% |
| All | +115.1% | -42.9% | +158.1% | +113.5% |
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