+186.6%
NOK vs JAAA
+29.3%
+157.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +9.3% | +0.1% | +9.3% | +9.3% |
| 30D | +17.9% | +0.5% | +17.4% | +17.6% |
| 3M | -22.3% | +1.2% | -23.6% | -22.8% |
| 6M | +36.4% | +2.7% | +33.7% | +34.6% |
| YTD | +66.3% | +3.2% | +63.1% | +63.9% |
| 1Y | +134.4% | +4.8% | +129.6% | +130.1% |
| 3Y | +186.6% | +19.0% | +167.6% | +198.1% |
| 5Y | +102.7% | +26.8% | +75.9% | +108.5% |
| All | +186.6% | +29.3% | +157.3% | +194.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling