+102.8%
NOK vs JCI
+105.2%
-2.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.6% |
| 7D | +8.7% | +0.4% | +8.3% | +8.5% |
| 30D | +12.5% | -7.7% | +20.2% | +16.8% |
| 3M | -20.7% | +2.8% | -23.5% | -21.3% |
| 6M | +36.2% | +7.2% | +28.9% | +33.1% |
| YTD | +64.1% | +20.0% | +44.2% | +53.3% |
| 1Y | +132.4% | +33.3% | +99.1% | +107.4% |
| 3Y | +182.9% | +161.3% | +21.5% | +80.1% |
| 5Y | +102.8% | +108.8% | -6.0% | +35.0% |
| All | +102.8% | +105.2% | -2.4% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling