+138.6%
NOK vs JCI
+348.5%
-210.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +3.9% |
| 7D | +11.0% | +0.7% | +10.2% | +10.7% |
| 30D | +7.8% | -4.4% | +12.3% | +9.9% |
| 3M | -21.0% | +1.7% | -22.7% | -21.2% |
| 6M | +40.9% | +8.8% | +32.1% | +37.3% |
| YTD | +72.0% | +22.6% | +49.4% | +60.2% |
| 1Y | +140.9% | +36.2% | +104.7% | +115.3% |
| 3Y | +194.3% | +168.0% | +26.2% | +98.2% |
| 5Y | +112.5% | +113.5% | -0.9% | +52.0% |
| All | +138.6% | +348.5% | -210.0% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 10y: compounded portfolio wealth divided by compounded JCI 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…
10y analysis · Full analysis span regression · 6 months rolling