+140.9%
NOK vs JAAA
+4.9%
+136.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.5% |
| 7D | +11.0% | +0.1% | +10.9% | +10.6% |
| 30D | +7.8% | +0.5% | +7.3% | +5.7% |
| 3M | -21.0% | +1.3% | -22.3% | -25.7% |
| 6M | +40.9% | +2.8% | +38.1% | +21.4% |
| YTD | +72.0% | +3.3% | +68.8% | +48.8% |
| 1Y | +140.9% | +4.9% | +136.0% | +115.1% |
| All | +140.9% | +4.9% | +136.0% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 1y: compounded portfolio wealth divided by compounded JAAA 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…
1y analysis · Full analysis span regression · 6 months rolling