+1,682.3%
NOK vs IT
+3,174.0%
-1,491.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -7.4% | +13.6% | +8.1% |
| 7D | +7.3% | -9.1% | +16.4% | +9.5% |
| 30D | +13.8% | -7.0% | +20.8% | +15.0% |
| 3M | -27.0% | +7.6% | -34.6% | -30.5% |
| 6M | +37.6% | +2.1% | +35.5% | +31.5% |
| YTD | +64.6% | -31.6% | +96.2% | +73.1% |
| 1Y | +132.0% | -29.9% | +161.9% | +140.5% |
| 3Y | +183.7% | -51.3% | +234.9% | +215.4% |
| 5Y | +101.3% | -44.8% | +146.1% | +114.2% |
| 10Y | +122.4% | +91.4% | +31.0% | +59.9% |
| All | +1,682.3% | +3,174.0% | -1,491.7% | +472.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling