+115.1%
NOK vs JAAA
+26.5%
+88.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.7% |
| 7D | +11.0% | +0.1% | +10.9% | +10.9% |
| 30D | +7.8% | +0.5% | +7.3% | +7.2% |
| 3M | -21.0% | +1.3% | -22.3% | -22.1% |
| 6M | +40.9% | +2.8% | +38.1% | +36.7% |
| YTD | +72.0% | +3.3% | +68.8% | +66.2% |
| 1Y | +140.9% | +4.9% | +136.0% | +129.3% |
| 3Y | +194.3% | +19.0% | +175.3% | +172.0% |
| All | +115.1% | +26.5% | +88.6% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling